+232.4%
CRM vs PLD
+247.3%
-14.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -8.1% | -2.8% | -5.3% | -6.9% |
| 30D | +23.1% | -3.6% | +26.7% | +25.1% |
| 3M | +42.5% | -7.1% | +49.7% | +47.1% |
| 6M | +25.3% | +0.2% | +25.1% | +23.8% |
| YTD | -7.8% | +6.9% | -14.7% | -12.2% |
| 1Y | +1.0% | +25.0% | -24.0% | -11.4% |
| 3Y | +10.0% | +20.8% | -10.8% | -5.3% |
| 5Y | -3.9% | +16.2% | -20.1% | -16.6% |
| All | +232.4% | +247.3% | -14.8% | +81.5% |
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