+1,670.4%
PLD vs CAH
+1,724.1%
-53.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.5% |
| 7D | +0.7% | +7.8% | -7.2% | -1.8% |
| 30D | +0.8% | +15.5% | -14.6% | -3.9% |
| 3M | -6.1% | +16.3% | -22.4% | -10.9% |
| 6M | -8.0% | +50.0% | -58.0% | -19.7% |
| YTD | +4.7% | +34.7% | -30.1% | -6.0% |
| 1Y | +7.2% | +35.9% | -28.7% | -4.0% |
| 3Y | +39.2% | +178.5% | -139.3% | -3.6% |
| 5Y | +1.9% | +515.7% | -513.8% | -46.8% |
| 10Y | +256.8% | +421.5% | -164.7% | +82.5% |
| All | +1,670.4% | +1,724.1% | -53.7% | +548.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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