+12.9%
CVS vs PLD
-0.1%
+13.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | +3.3% | -3.7% | +7.0% | +4.0% |
| 3M | -4.5% | -7.9% | +3.4% | -2.9% |
| 6M | -4.4% | -9.2% | +4.8% | -2.6% |
| YTD | +16.6% | +3.1% | +13.6% | +15.2% |
| 1Y | +15.3% | +6.2% | +9.1% | +13.1% |
| 3Y | +48.6% | +35.4% | +13.1% | +35.4% |
| 5Y | +12.9% | +0.1% | +12.8% | +8.2% |
| All | +12.9% | -0.1% | +13.0% | +8.2% |
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 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