+298.3%
COP vs PLD
+248.8%
+49.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.4% |
| 7D | -8.4% | +0.7% | -9.1% | -8.7% |
| 30D | +0.3% | +0.8% | -0.5% | -0.2% |
| 3M | +15.1% | -6.1% | +21.2% | +17.6% |
| 6M | +19.8% | -8.0% | +27.8% | +22.9% |
| YTD | +46.8% | +4.7% | +42.2% | +42.0% |
| 1Y | +59.7% | +7.2% | +52.5% | +53.0% |
| 3Y | +28.7% | +39.2% | -10.5% | +7.0% |
| 5Y | +110.7% | +1.9% | +108.8% | +94.6% |
| 10Y | +298.3% | +256.8% | +41.5% | +101.8% |
| All | +298.3% | +248.8% | +49.5% | +101.8% |
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