+1,628.4%
COP vs PLD
+1,606.2%
+22.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.4% |
| 7D | -9.7% | +0.4% | -10.1% | -9.9% |
| 30D | +4.7% | -0.1% | +4.8% | +4.6% |
| 3M | +18.5% | -7.9% | +26.5% | +21.3% |
| 6M | +11.4% | -7.0% | +18.4% | +13.3% |
| YTD | +47.9% | +3.1% | +44.8% | +45.1% |
| 1Y | +59.3% | +7.1% | +52.2% | +54.5% |
| 3Y | +23.6% | +32.9% | -9.3% | +10.1% |
| 5Y | +113.1% | +1.5% | +111.6% | +102.0% |
| 10Y | +329.1% | +245.9% | +83.2% | +176.7% |
| All | +1,628.4% | +1,606.2% | +22.2% | +515.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling