+141.2%
PLD vs CARR
+394.0%
-252.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.3% | +3.5% | -2.1% | +0.4% |
| 30D | -1.4% | +0.4% | -1.7% | -1.5% |
| 3M | -8.2% | -14.1% | +5.9% | -4.4% |
| 6M | -8.0% | -16.7% | +8.7% | -4.2% |
| YTD | +3.2% | +4.2% | -1.0% | +0.2% |
| 1Y | +7.0% | -0.2% | +7.2% | +5.1% |
| 3Y | +38.3% | +10.9% | +27.4% | +30.3% |
| 5Y | +0.2% | +3.9% | -3.7% | -8.2% |
| All | +141.2% | +394.0% | -252.8% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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