+277.7%
PLD vs CAPR
-99.1%
+376.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.4% | -2.1% |
| 7D | +0.4% | +29.7% | -29.3% | +0.3% |
| 30D | -0.1% | +11.0% | -11.1% | -0.2% |
| 3M | -7.9% | +118.8% | -126.8% | -8.3% |
| 6M | -7.0% | -73.9% | +67.0% | -6.8% |
| YTD | +3.1% | -70.2% | +73.3% | +3.2% |
| 1Y | +7.1% | +38.3% | -31.2% | +5.9% |
| 3Y | +32.9% | +199.7% | -166.8% | +30.6% |
| 5Y | +1.5% | +130.6% | -129.0% | -0.2% |
| 10Y | +245.9% | -68.5% | +314.4% | +238.9% |
| All | +277.7% | -99.1% | +376.9% | +318.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling