+37.8%
CTSH vs PLD
+248.8%
-211.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.6% | -3.1% |
| 7D | -2.3% | +0.7% | -3.0% | -2.7% |
| 30D | +7.4% | +0.8% | +6.6% | +6.7% |
| 3M | +10.9% | -6.1% | +17.0% | +14.0% |
| 6M | +24.7% | -8.0% | +32.7% | +28.8% |
| YTD | -22.0% | +4.7% | -26.6% | -24.9% |
| 1Y | -11.2% | +7.2% | -18.4% | -15.5% |
| 3Y | +3.9% | +39.2% | -35.4% | -16.7% |
| 5Y | -13.9% | +1.9% | -15.8% | -20.3% |
| 10Y | +37.8% | +256.8% | -219.0% | -29.4% |
| All | +37.8% | +248.8% | -211.0% | -29.4% |
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