+25.9%
PLD vs CAI
-28.5%
+54.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -0.9% | +0.2% | -1.0% | -0.9% |
| 30D | -1.2% | +9.1% | -10.3% | -1.6% |
| 3M | -2.3% | +53.8% | -56.1% | -4.7% |
| 6M | +4.5% | +33.5% | -29.0% | +2.2% |
| YTD | +10.1% | -8.0% | +18.1% | +9.2% |
| 1Y | +25.9% | -28.7% | +54.6% | +29.7% |
| All | +25.9% | -28.5% | +54.4% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling