+256.9%
PLD vs CBOE
+514.1%
-257.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | 0.0% | +4.5% | -4.5% | -1.0% |
| 30D | -3.7% | +26.2% | -30.0% | -9.0% |
| 3M | -7.9% | +27.1% | -35.1% | -13.4% |
| 6M | -9.2% | +4.2% | -13.4% | -10.8% |
| YTD | +3.1% | +48.0% | -45.0% | -8.3% |
| 1Y | +6.2% | +42.4% | -36.2% | -4.5% |
| 3Y | +35.4% | +116.8% | -81.4% | +5.5% |
| 5Y | +0.1% | +199.0% | -198.9% | -31.0% |
| All | +256.9% | +514.1% | -257.2% | +112.8% |
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