+15.2%
PLD vs CBOE
+149.4%
-134.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.4% | -3.6% | +1.2% | -1.8% |
| 30D | -2.4% | +5.1% | -7.5% | -3.3% |
| 3M | -3.8% | +4.6% | -8.4% | -4.9% |
| 6M | 0.0% | -0.3% | +0.3% | -0.7% |
| YTD | +9.2% | +19.8% | -10.5% | +4.3% |
| 1Y | +25.9% | +28.4% | -2.4% | +18.4% |
| 3Y | +21.3% | +104.1% | -82.8% | -4.5% |
| All | +15.2% | +149.4% | -134.2% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling