+249.9%
PLD vs CBOE
+385.3%
-135.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -2.2% | +2.7% | -4.9% | -3.0% |
| 3M | -7.4% | +0.7% | -8.1% | -8.0% |
| 6M | +1.9% | -2.0% | +3.9% | +1.2% |
| YTD | +7.9% | +17.1% | -9.2% | +2.0% |
| 1Y | +25.1% | +26.5% | -1.4% | +15.7% |
| 3Y | +21.9% | +96.1% | -74.2% | -3.2% |
| 5Y | +16.3% | +149.3% | -133.0% | -15.5% |
| 10Y | +249.9% | +386.5% | -136.6% | +143.6% |
| All | +249.9% | +385.3% | -135.5% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CBOE 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling