+198.8%
CVX vs PLD
+254.7%
-55.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -6.2% | +0.8% | -7.0% | -6.6% |
| 30D | -0.4% | +0.5% | -0.8% | -0.7% |
| 3M | +9.3% | -5.5% | +14.8% | +11.3% |
| 6M | +18.4% | -8.3% | +26.7% | +21.5% |
| YTD | +42.5% | +4.3% | +38.2% | +38.4% |
| 1Y | +41.0% | +7.4% | +33.6% | +35.4% |
| 3Y | +67.5% | +37.1% | +30.5% | +41.5% |
| 5Y | +126.1% | +1.3% | +124.8% | +109.9% |
| 10Y | +198.8% | +267.4% | -68.6% | +61.2% |
| All | +198.8% | +254.7% | -55.9% | +61.2% |
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