+720.5%
PLD vs CBOE
+1,045.3%
-324.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.4% | -3.6% | +1.2% | -1.4% |
| 30D | -2.4% | +5.1% | -7.5% | -3.9% |
| 3M | -3.8% | +4.6% | -8.4% | -5.6% |
| 6M | 0.0% | -0.3% | +0.3% | -1.3% |
| YTD | +9.2% | +19.8% | -10.5% | +2.0% |
| 1Y | +25.9% | +28.4% | -2.4% | +15.0% |
| 3Y | +21.3% | +104.1% | -82.8% | -6.2% |
| 5Y | +14.1% | +150.9% | -136.8% | -18.3% |
| 10Y | +237.9% | +393.5% | -155.6% | +86.6% |
| All | +720.5% | +1,045.3% | -324.8% | +181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling