+231.7%
PLD vs CF
+561.7%
-330.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -0.8% | -3.2% | +2.4% | -0.4% |
| 30D | -0.3% | +4.3% | -4.6% | -1.0% |
| 3M | -8.0% | +2.8% | -10.8% | -8.7% |
| 6M | -9.8% | +0.6% | -10.4% | -10.5% |
| YTD | +1.8% | +56.6% | -54.8% | -7.6% |
| 1Y | +5.6% | +49.6% | -44.0% | -3.5% |
| 3Y | +33.3% | +61.5% | -28.2% | +18.1% |
| 5Y | +0.3% | +124.0% | -123.7% | -19.3% |
| All | +231.7% | +561.7% | -330.1% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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