+261.0%
PLD vs CDW
+316.1%
-55.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.8% |
| 7D | -1.0% | +2.6% | -3.6% | -1.9% |
| 30D | -1.8% | +20.4% | -22.2% | -8.4% |
| 3M | -6.0% | +28.5% | -34.5% | -15.0% |
| 6M | -8.4% | +70.6% | -79.0% | -27.2% |
| YTD | +4.2% | +29.1% | -24.8% | -9.8% |
| 1Y | +6.2% | +23.8% | -17.6% | -6.6% |
| 3Y | +37.0% | -14.5% | +51.5% | +37.0% |
| 5Y | +1.2% | -1.6% | +2.7% | -6.6% |
| All | +261.0% | +316.1% | -55.1% | +135.0% |
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