+33.3%
PLD vs CBOE
+112.4%
-79.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.8% | +5.3% | -6.1% | -0.8% |
| 30D | -0.3% | +25.5% | -25.7% | -0.4% |
| 3M | -8.0% | +22.5% | -30.5% | -8.0% |
| 6M | -9.8% | +2.6% | -12.4% | -10.3% |
| YTD | +1.8% | +41.8% | -40.0% | +2.6% |
| 1Y | +5.6% | +40.9% | -35.3% | +6.4% |
| 3Y | +33.3% | +108.7% | -75.5% | +45.8% |
| All | +33.3% | +112.4% | -79.1% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling