+236.9%
PLD vs CAPR
-75.6%
+312.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -2.4% | -2.0% | -0.4% | -2.4% |
| 30D | -2.4% | +139.2% | -141.6% | -3.7% |
| 3M | -3.8% | -66.4% | +62.6% | -3.3% |
| 6M | 0.0% | -63.1% | +63.2% | +0.3% |
| YTD | +9.2% | -67.4% | +76.7% | +9.7% |
| 1Y | +25.9% | +58.2% | -32.3% | +20.1% |
| 3Y | +21.3% | +42.2% | -20.9% | +12.9% |
| 5Y | +14.1% | +87.3% | -73.1% | +4.6% |
| All | +236.9% | -75.6% | +312.6% | +198.2% |
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