+257.2%
PLD vs CAPR
-65.7%
+322.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +0.2% |
| 7D | +1.3% | +5.9% | -4.5% | +1.2% |
| 30D | -1.4% | +44.6% | -46.0% | -1.9% |
| 3M | -8.2% | +126.4% | -134.5% | -9.4% |
| 6M | -8.0% | -68.6% | +60.6% | -7.6% |
| YTD | +3.2% | -67.0% | +70.1% | +3.4% |
| 1Y | +7.0% | +65.2% | -58.1% | +2.1% |
| 3Y | +38.3% | +235.6% | -197.3% | +27.0% |
| 5Y | +0.2% | +175.4% | -175.2% | -8.6% |
| All | +257.2% | -65.7% | +322.9% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling