+192.6%
COF vs PLD
+254.7%
-62.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.2% |
| 7D | -6.2% | +0.8% | -7.0% | -6.7% |
| 30D | -1.7% | +0.5% | -2.2% | -2.2% |
| 3M | -10.2% | -5.5% | -4.8% | -7.5% |
| 6M | +4.2% | -8.3% | +12.5% | +8.8% |
| YTD | -18.2% | +4.3% | -22.5% | -21.2% |
| 1Y | -9.7% | +7.4% | -17.2% | -14.6% |
| 3Y | +95.0% | +37.1% | +58.0% | +54.0% |
| 5Y | +36.8% | +1.3% | +35.5% | +26.7% |
| 10Y | +192.6% | +267.4% | -74.8% | +54.7% |
| All | +192.6% | +254.7% | -62.0% | +54.7% |
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