+304.8%
CSCO vs PLD
+236.3%
+68.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.5% |
| 7D | -10.2% | -0.8% | -9.4% | -9.9% |
| 30D | -20.1% | -0.3% | -19.8% | -20.0% |
| 3M | -22.4% | -8.0% | -14.3% | -19.8% |
| 6M | +2.8% | -9.8% | +12.6% | +6.4% |
| YTD | +23.6% | +1.8% | +21.8% | +21.5% |
| 1Y | +34.0% | +5.6% | +28.4% | +29.6% |
| 3Y | +89.3% | +33.3% | +56.0% | +60.5% |
| 5Y | +87.9% | +0.3% | +87.6% | +76.7% |
| All | +304.8% | +236.3% | +68.6% | +124.2% |
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