+34.9%
PLD vs CART
+111.7%
-76.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.0% |
| 7D | +0.4% | +1.2% | -0.8% | +0.3% |
| 30D | -0.1% | +27.1% | -27.2% | -1.6% |
| 3M | -7.9% | +27.4% | -35.4% | -9.5% |
| 6M | -7.0% | +32.1% | -39.1% | -8.9% |
| YTD | +3.1% | +28.5% | -25.4% | +1.0% |
| 1Y | +7.1% | +58.8% | -51.7% | +2.6% |
| All | +34.9% | +111.7% | -76.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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