+320.3%
COP vs PLD
+236.3%
+84.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -11.5% | -0.8% | -10.7% | -11.3% |
| 30D | +5.0% | -0.3% | +5.2% | +4.9% |
| 3M | +17.5% | -8.0% | +25.5% | +21.0% |
| 6M | +16.2% | -9.8% | +26.0% | +20.1% |
| YTD | +48.8% | +1.8% | +47.0% | +45.5% |
| 1Y | +64.1% | +5.6% | +58.5% | +58.1% |
| 3Y | +25.7% | +33.3% | -7.6% | +6.5% |
| 5Y | +114.4% | +0.3% | +114.1% | +99.1% |
| All | +320.3% | +236.3% | +84.0% | +126.2% |
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