+1.9%
PLD vs CAPR
+160.6%
-158.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.4% | -6.6% | +2.7% |
| 7D | +0.7% | +36.0% | -35.4% | +0.4% |
| 30D | +0.8% | +25.8% | -25.0% | +0.6% |
| 3M | -6.1% | +140.8% | -146.9% | -7.0% |
| 6M | -8.0% | -67.6% | +59.6% | -7.7% |
| YTD | +4.7% | -65.9% | +70.5% | +4.9% |
| 1Y | +7.2% | +66.1% | -58.9% | +3.3% |
| 3Y | +39.2% | +256.9% | -217.7% | +18.4% |
| 5Y | +1.9% | +172.1% | -170.2% | -16.7% |
| All | +1.9% | +160.6% | -158.7% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling