+231.7%
PLD vs CAPR
-68.5%
+300.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -1.3% |
| 7D | -0.8% | +41.1% | -41.9% | -1.2% |
| 30D | -0.3% | +11.1% | -11.4% | -0.4% |
| 3M | -8.0% | +115.3% | -123.3% | -9.2% |
| 6M | -9.8% | -73.8% | +64.0% | -9.2% |
| YTD | +1.8% | -68.8% | +70.6% | +2.1% |
| 1Y | +5.6% | +43.3% | -37.7% | +1.0% |
| 3Y | +33.3% | +214.7% | -181.4% | +22.3% |
| 5Y | +0.3% | +141.3% | -141.0% | -8.4% |
| All | +231.7% | -68.5% | +300.2% | +182.5% |
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