+602.0%
COST vs PLD
+238.6%
+363.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -3.2% | -0.9% | -2.3% | -2.9% |
| 30D | -4.0% | -1.2% | -2.8% | -3.6% |
| 3M | -6.5% | -2.3% | -4.2% | -6.0% |
| 6M | -8.5% | +4.5% | -13.0% | -10.2% |
| YTD | +6.0% | +10.1% | -4.1% | +2.0% |
| 1Y | -5.8% | +25.9% | -31.7% | -13.5% |
| 3Y | +71.8% | +24.4% | +47.4% | +54.2% |
| 5Y | +106.2% | +15.5% | +90.8% | +88.0% |
| 10Y | +602.0% | +240.3% | +361.8% | +351.0% |
| All | +602.0% | +238.6% | +363.4% | +351.0% |
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