+664.5%
PLD vs CBOE
+1,256.0%
-591.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.8% | +5.3% | -6.1% | -2.2% |
| 30D | -0.3% | +25.5% | -25.7% | -6.4% |
| 3M | -8.0% | +22.5% | -30.5% | -13.4% |
| 6M | -9.8% | +2.6% | -12.4% | -11.5% |
| YTD | +1.8% | +41.8% | -40.0% | -9.5% |
| 1Y | +5.6% | +40.9% | -35.3% | -6.0% |
| 3Y | +33.3% | +108.7% | -75.5% | +3.0% |
| 5Y | +0.3% | +181.4% | -181.1% | -30.5% |
| 10Y | +241.6% | +531.6% | -289.9% | +75.2% |
| All | +664.5% | +1,256.0% | -591.5% | +149.6% |
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