+507.7%
PLD vs CF
+5,277.9%
-4,770.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.3% | -3.9% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | -0.1% | +2.2% | -2.3% | -1.0% |
| 3M | -7.9% | +2.1% | -10.1% | -9.2% |
| 6M | -7.0% | -6.5% | -0.4% | -6.7% |
| YTD | +3.1% | +55.6% | -52.5% | -13.0% |
| 1Y | +7.1% | +42.3% | -35.2% | -7.4% |
| 3Y | +32.9% | +55.7% | -22.9% | +8.6% |
| 5Y | +1.5% | +122.4% | -120.9% | -30.3% |
| 10Y | +245.9% | +568.5% | -322.7% | +41.8% |
| All | +507.7% | +5,277.9% | -4,770.3% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling