+7,375.4%
COST vs PLD
+1,625.8%
+5,749.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +3.9% | -1.0% | +4.9% | +4.2% |
| 30D | +13.5% | -1.8% | +15.4% | +14.0% |
| 3M | +15.3% | -6.0% | +21.4% | +17.0% |
| 6M | +9.2% | -8.4% | +17.5% | +11.2% |
| YTD | +26.9% | +4.2% | +22.6% | +25.0% |
| 1Y | +19.7% | +6.2% | +13.5% | +17.4% |
| 3Y | +96.0% | +37.0% | +59.0% | +77.8% |
| 5Y | +124.0% | +1.2% | +122.9% | +117.0% |
| 10Y | +760.6% | +272.2% | +488.4% | +507.0% |
| All | +7,375.4% | +1,625.8% | +5,749.5% | +2,831.9% |
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