+267.4%
PLD vs CBOE
+521.7%
-254.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.8% | -1.1% |
| 7D | +0.8% | +6.0% | -5.2% | -0.6% |
| 30D | +0.5% | +19.9% | -19.5% | -3.9% |
| 3M | -5.5% | +28.4% | -33.8% | -11.4% |
| 6M | -8.3% | +5.2% | -13.5% | -10.2% |
| YTD | +4.3% | +46.4% | -42.1% | -7.0% |
| 1Y | +7.4% | +41.8% | -34.4% | -3.4% |
| 3Y | +37.1% | +114.4% | -77.4% | +7.0% |
| 5Y | +1.3% | +202.9% | -201.6% | -30.5% |
| 10Y | +267.4% | +511.3% | -243.9% | +115.0% |
| All | +267.4% | +521.7% | -254.3% | +115.0% |
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