+255.5%
COF vs PLD
+244.1%
+11.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.0% |
| 7D | +1.2% | -0.9% | +2.1% | +1.7% |
| 30D | -1.4% | -1.2% | -0.2% | -0.8% |
| 3M | +19.0% | -2.3% | +21.3% | +20.1% |
| 6M | +14.9% | +4.5% | +10.4% | +11.2% |
| YTD | -10.7% | +10.1% | -20.8% | -16.4% |
| 1Y | -1.3% | +25.9% | -27.2% | -14.8% |
| 3Y | +124.3% | +24.4% | +99.9% | +89.4% |
| 5Y | +51.1% | +15.5% | +35.7% | +29.6% |
| All | +255.5% | +244.1% | +11.4% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling