+28.7%
COP vs PLD
+36.1%
-7.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.0% |
| 7D | -8.4% | +0.7% | -9.1% | -8.6% |
| 30D | +0.3% | +0.8% | -0.5% | 0.0% |
| 3M | +15.1% | -6.1% | +21.2% | +16.7% |
| 6M | +19.8% | -8.0% | +27.8% | +21.7% |
| YTD | +46.8% | +4.7% | +42.2% | +42.8% |
| 1Y | +59.7% | +7.2% | +52.5% | +54.3% |
| 3Y | +28.7% | +39.2% | -10.5% | +13.1% |
| All | +28.7% | +36.1% | -7.4% | +13.1% |
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