-0.7%
PLD vs CAG
-41.0%
+40.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +1.3% | -3.3% | +4.7% | +2.3% |
| 30D | -1.4% | +7.7% | -9.0% | -3.7% |
| 3M | -8.2% | -3.2% | -5.0% | -7.7% |
| 6M | -8.0% | +7.0% | -15.0% | -10.6% |
| YTD | +3.2% | -9.0% | +12.1% | +4.5% |
| 1Y | +7.0% | -9.6% | +16.6% | +8.7% |
| 3Y | +38.3% | -36.0% | +74.3% | +55.4% |
| All | -0.7% | -41.0% | +40.2% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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