+37.9%
PLD vs CF
+47.5%
-9.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +1.8% |
| 7D | +4.9% | -6.9% | +11.8% | +5.0% |
| 30D | +2.6% | -3.7% | +6.3% | +2.6% |
| 3M | -4.8% | -5.0% | +0.2% | -4.8% |
| 6M | -3.9% | -10.5% | +6.6% | -3.8% |
| YTD | +5.3% | +46.5% | -41.2% | -1.3% |
| 1Y | +9.3% | +34.8% | -25.6% | +3.4% |
| All | +37.9% | +47.5% | -9.7% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling