+25.7%
COP vs PLD
+31.5%
-5.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | -11.5% | -0.8% | -10.7% | -11.4% |
| 30D | +5.0% | -0.3% | +5.2% | +4.9% |
| 3M | +17.5% | -8.0% | +25.5% | +19.6% |
| 6M | +16.2% | -9.8% | +26.0% | +18.6% |
| YTD | +48.8% | +1.8% | +47.0% | +45.7% |
| 1Y | +64.1% | +5.6% | +58.5% | +58.9% |
| 3Y | +25.7% | +33.3% | -7.6% | +10.3% |
| All | +25.7% | +31.5% | -5.8% | +10.3% |
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