+150.0%
PLD vs CARR
+414.1%
-264.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.3% |
| 7D | -2.8% | -4.1% | +1.3% | -1.7% |
| 30D | -3.6% | -11.0% | +7.3% | -0.6% |
| 3M | -7.1% | -16.4% | +9.2% | -3.1% |
| 6M | +0.2% | -2.4% | +2.6% | -0.6% |
| YTD | +6.9% | +8.4% | -1.5% | +2.8% |
| 1Y | +25.0% | -8.0% | +33.0% | +25.6% |
| 3Y | +20.8% | +0.6% | +20.2% | +16.5% |
| 5Y | +16.2% | +7.7% | +8.4% | +5.4% |
| All | +150.0% | +414.1% | -264.0% | +97.7% |
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