+120.6%
COST vs PLD
-0.1%
+120.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +4.1% | -0.8% | +4.9% | +4.3% |
| 30D | +12.0% | -0.3% | +12.2% | +12.0% |
| 3M | +11.2% | -8.0% | +19.2% | +13.9% |
| 6M | +6.1% | -9.8% | +15.9% | +9.2% |
| YTD | +22.9% | +1.8% | +21.1% | +21.2% |
| 1Y | +14.7% | +5.6% | +9.1% | +11.8% |
| 3Y | +92.3% | +33.3% | +59.1% | +65.6% |
| All | +120.6% | -0.1% | +120.7% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling