+28.8%
PLD vs CAI
-9.3%
+38.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.0% | -26.3% | +25.3% | +0.5% |
| 30D | -1.8% | -17.5% | +15.7% | -1.0% |
| 3M | -6.0% | +5.8% | -11.9% | -6.7% |
| 6M | -8.4% | +53.6% | -62.0% | -11.4% |
| YTD | +4.2% | -9.2% | +13.5% | +3.5% |
| 1Y | +6.2% | -2.7% | +8.9% | +4.6% |
| All | +28.8% | -9.3% | +38.1% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling