+1,621.7%
PLD vs CAH
+1,707.0%
-85.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | -0.8% | +8.5% | -9.3% | -3.4% |
| 30D | -0.3% | +17.0% | -17.3% | -5.3% |
| 3M | -8.0% | +14.6% | -22.6% | -12.3% |
| 6M | -9.8% | +42.5% | -52.3% | -20.0% |
| YTD | +1.8% | +33.5% | -31.7% | -8.3% |
| 1Y | +5.6% | +38.5% | -32.9% | -6.1% |
| 3Y | +33.3% | +179.0% | -145.7% | -7.8% |
| 5Y | +0.3% | +507.2% | -506.9% | -47.4% |
| 10Y | +241.6% | +448.9% | -207.3% | +71.2% |
| All | +1,621.7% | +1,707.0% | -85.3% | +532.9% |
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