+16.3%
PLD vs CARR
+9.5%
+6.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.3% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | -2.2% | -8.7% | +6.4% | +1.1% |
| 3M | -7.4% | -18.4% | +11.0% | -0.7% |
| 6M | +1.9% | -0.6% | +2.5% | -0.4% |
| YTD | +7.9% | +10.9% | -3.0% | +0.3% |
| 1Y | +25.1% | -7.3% | +32.4% | +25.2% |
| 3Y | +21.9% | +2.9% | +19.0% | +11.2% |
| 5Y | +16.3% | +9.6% | +6.7% | -7.3% |
| All | +16.3% | +9.5% | +6.8% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling