-4.7%
CRM vs PLD
+13.9%
-18.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.2% |
| 7D | -5.0% | -0.7% | -4.3% | -4.7% |
| 30D | +23.6% | -2.2% | +25.9% | +24.7% |
| 3M | +39.6% | -7.4% | +47.0% | +43.7% |
| 6M | +23.4% | +1.9% | +21.5% | +21.2% |
| YTD | -7.4% | +7.9% | -15.3% | -11.8% |
| 1Y | -2.3% | +25.1% | -27.4% | -13.6% |
| 3Y | +10.5% | +21.9% | -11.4% | -4.6% |
| 5Y | -4.7% | +16.3% | -21.0% | -13.5% |
| All | -4.7% | +13.9% | -18.6% | -13.5% |
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 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