+256.8%
PLD vs CDW
+325.6%
-68.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.8% | -2.0% | +1.2% |
| 7D | +0.7% | +9.3% | -8.6% | -2.6% |
| 30D | +0.8% | +15.8% | -15.0% | -4.7% |
| 3M | -6.1% | +21.8% | -27.9% | -13.5% |
| 6M | -8.0% | +58.8% | -66.8% | -25.0% |
| YTD | +4.7% | +22.8% | -18.1% | -7.8% |
| 1Y | +7.2% | +17.9% | -10.7% | -4.1% |
| 3Y | +39.2% | -17.4% | +56.6% | +40.6% |
| 5Y | +1.9% | -5.7% | +7.6% | -4.5% |
| 10Y | +256.8% | +319.5% | -62.7% | +131.9% |
| All | +256.8% | +325.6% | -68.9% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling