+1,747.8%
PLD vs CCJ
+2,293.8%
-546.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | -2.4% | +6.9% | -9.3% | -4.1% |
| 3M | -3.8% | -11.6% | +7.9% | -1.8% |
| 6M | 0.0% | -16.2% | +16.2% | +2.6% |
| YTD | +9.2% | +10.1% | -0.9% | +4.0% |
| 1Y | +25.9% | +32.3% | -6.4% | +12.5% |
| 3Y | +21.3% | +171.3% | -150.0% | -14.5% |
| 5Y | +14.1% | +372.4% | -358.3% | -34.7% |
| 10Y | +237.9% | +1,070.0% | -832.2% | +28.6% |
| All | +1,747.8% | +2,293.8% | -546.0% | +674.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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