-0.7%
PLD vs CDW
-4.0%
+3.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +1.3% | +9.3% | -8.0% | -1.1% |
| 30D | -1.4% | +14.4% | -15.7% | -5.3% |
| 3M | -8.2% | +21.4% | -29.6% | -13.8% |
| 6M | -8.0% | +72.8% | -80.8% | -24.9% |
| YTD | +3.2% | +28.0% | -24.9% | -8.2% |
| 1Y | +7.0% | +19.3% | -12.3% | -1.9% |
| 3Y | +38.3% | -15.3% | +53.6% | +41.8% |
| All | -0.7% | -4.0% | +3.2% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling