+272.2%
PLD vs CAPR
-59.1%
+331.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +26.5% | -26.5% | -0.4% |
| 7D | -1.0% | +25.8% | -26.8% | -1.3% |
| 30D | -1.8% | +50.2% | -52.0% | -2.4% |
| 3M | -6.0% | +185.5% | -191.5% | -7.6% |
| 6M | -8.4% | -64.8% | +56.5% | -8.1% |
| YTD | +4.2% | -61.1% | +65.4% | +4.3% |
| 1Y | +6.2% | +81.0% | -74.7% | +1.3% |
| 3Y | +37.0% | +300.7% | -263.7% | +25.4% |
| 5Y | +1.2% | +223.3% | -222.2% | -7.9% |
| 10Y | +272.2% | -58.8% | +330.9% | +219.2% |
| All | +272.2% | -59.1% | +331.2% | +219.2% |
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