+1,747.8%
PLD vs CAH
+1,540.0%
+207.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.5% |
| 7D | -2.4% | +5.4% | -7.8% | -4.1% |
| 30D | -2.4% | +3.3% | -5.8% | -3.6% |
| 3M | -3.8% | +22.8% | -26.6% | -10.2% |
| 6M | 0.0% | +11.3% | -11.2% | -3.8% |
| YTD | +9.2% | +21.1% | -11.9% | +1.8% |
| 1Y | +25.9% | +67.2% | -41.3% | +4.9% |
| 3Y | +21.3% | +195.6% | -174.3% | -17.7% |
| 5Y | +14.1% | +413.8% | -399.7% | -36.7% |
| 10Y | +237.9% | +309.6% | -71.7% | +87.2% |
| All | +1,747.8% | +1,540.0% | +207.8% | +602.6% |
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