+24.9%
COP vs PLD
+33.1%
-8.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.6% |
| 7D | -9.7% | +0.4% | -10.1% | -9.8% |
| 30D | +4.7% | -0.1% | +4.8% | +4.7% |
| 3M | +18.5% | -7.9% | +26.5% | +20.7% |
| 6M | +11.4% | -7.0% | +18.4% | +12.8% |
| YTD | +47.9% | +3.1% | +44.8% | +44.4% |
| 1Y | +59.3% | +7.1% | +52.2% | +53.7% |
| All | +24.9% | +33.1% | -8.2% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling