+256.9%
PLD vs CAPR
-63.2%
+320.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.7% | +7.6% | -1.0% |
| 7D | 0.0% | +19.1% | -19.1% | -0.3% |
| 30D | -3.7% | +48.8% | -52.6% | -4.3% |
| 3M | -7.9% | +144.4% | -152.3% | -9.2% |
| 6M | -9.2% | -67.5% | +58.3% | -8.9% |
| YTD | +3.1% | -64.5% | +67.6% | +3.2% |
| 1Y | +6.2% | +74.4% | -68.2% | +1.3% |
| 3Y | +35.4% | +265.7% | -230.3% | +24.2% |
| 5Y | +0.1% | +196.0% | -195.9% | -8.7% |
| All | +256.9% | -63.2% | +320.0% | +209.3% |
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