+143.9%
PLD vs CARR
+383.2%
-239.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +0.8% | -4.3% | +5.1% | +2.0% |
| 30D | +0.5% | -4.2% | +4.7% | +1.6% |
| 3M | -5.5% | -16.1% | +10.6% | -1.0% |
| 6M | -8.3% | -20.1% | +11.7% | -3.4% |
| YTD | +4.3% | +1.9% | +2.4% | +1.9% |
| 1Y | +7.4% | -6.1% | +13.5% | +7.3% |
| 3Y | +37.1% | +7.3% | +29.8% | +30.3% |
| 5Y | +1.3% | +4.4% | -3.0% | -6.9% |
| All | +143.9% | +383.2% | -239.2% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling