+1,747.8%
PLD vs CAG
+53.8%
+1,694.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -2.4% | -3.8% | +1.4% | -1.2% |
| 30D | -2.4% | +3.1% | -5.6% | -3.5% |
| 3M | -3.8% | +23.5% | -27.3% | -10.8% |
| 6M | 0.0% | -14.8% | +14.9% | +4.6% |
| YTD | +9.2% | -5.4% | +14.7% | +9.9% |
| 1Y | +25.9% | -11.8% | +37.7% | +29.3% |
| 3Y | +21.3% | -36.7% | +58.0% | +37.6% |
| 5Y | +14.1% | -40.3% | +54.4% | +31.0% |
| 10Y | +237.9% | -37.0% | +274.9% | +260.2% |
| All | +1,747.8% | +53.8% | +1,694.0% | +1,232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling