+7,227.8%
COST vs PLD
+1,626.8%
+5,601.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +4.6% | +0.8% | +3.8% | +4.4% |
| 30D | +12.8% | +0.5% | +12.3% | +12.6% |
| 3M | +12.1% | -5.5% | +17.6% | +13.5% |
| 6M | +6.0% | -8.3% | +14.3% | +8.0% |
| YTD | +24.4% | +4.3% | +20.1% | +22.5% |
| 1Y | +17.1% | +7.4% | +9.7% | +14.5% |
| 3Y | +92.2% | +37.1% | +55.1% | +74.2% |
| 5Y | +122.5% | +1.3% | +121.2% | +115.4% |
| 10Y | +758.9% | +267.4% | +491.5% | +507.5% |
| All | +7,227.8% | +1,626.8% | +5,601.0% | +2,773.7% |
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