+24.4%
PLD vs CARR
+7.6%
+16.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -0.9% | +3.2% | -4.1% | -1.8% |
| 30D | -1.2% | -7.7% | +6.5% | +1.2% |
| 3M | -2.3% | -11.9% | +9.6% | +0.8% |
| 6M | +4.5% | +2.0% | +2.5% | +1.4% |
| YTD | +10.1% | +13.2% | -3.0% | +2.6% |
| 1Y | +25.9% | -8.5% | +34.4% | +26.8% |
| 3Y | +24.4% | +5.0% | +19.5% | +9.8% |
| All | +24.4% | +7.6% | +16.8% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling