+205.1%
CRM vs PLD
+268.4%
-63.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.0% | +1.3% | +0.6% | +1.3% |
| 30D | -7.7% | -1.4% | -6.3% | -7.3% |
| 3M | +8.4% | -8.2% | +16.5% | +12.3% |
| 6M | +31.9% | -8.0% | +39.9% | +35.8% |
| YTD | -17.2% | +3.2% | -20.4% | -20.1% |
| 1Y | -8.6% | +7.0% | -15.7% | -13.5% |
| 3Y | +3.1% | +38.3% | -35.2% | -18.1% |
| 5Y | -27.6% | +0.2% | -27.8% | -32.6% |
| All | +205.1% | +268.4% | -63.3% | +51.5% |
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