+257.1%
PLD vs CBOE
+387.8%
-130.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -0.9% | -4.6% | +3.8% | +0.3% |
| 30D | -1.2% | +2.6% | -3.8% | -1.9% |
| 3M | -2.3% | +4.9% | -7.2% | -4.0% |
| 6M | +4.5% | -2.2% | +6.7% | +3.8% |
| YTD | +10.1% | +17.7% | -7.6% | +4.0% |
| 1Y | +25.9% | +26.1% | -0.2% | +16.6% |
| 3Y | +24.4% | +97.1% | -72.7% | -1.3% |
| 5Y | +15.5% | +149.2% | -133.7% | -16.1% |
| All | +257.1% | +387.8% | -130.6% | +148.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling