+346.1%
COP vs PLD
+236.1%
+110.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | +3.0% | -2.4% | +5.4% | +3.9% |
| 30D | +17.5% | -2.4% | +19.9% | +18.5% |
| 3M | +13.4% | -3.8% | +17.1% | +14.6% |
| 6M | +17.7% | 0.0% | +17.7% | +16.5% |
| YTD | +46.6% | +9.2% | +37.4% | +39.8% |
| 1Y | +44.6% | +25.9% | +18.7% | +29.9% |
| 3Y | +20.7% | +21.3% | -0.6% | +7.1% |
| 5Y | +185.0% | +14.1% | +170.9% | +150.1% |
| All | +346.1% | +236.1% | +110.0% | +142.9% |
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