+257.2%
PLD vs CFG
+216.2%
+41.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +1.3% | +3.2% | -1.8% | +0.4% |
| 30D | -1.4% | +5.1% | -6.5% | -2.8% |
| 3M | -8.2% | -11.2% | +3.1% | -5.0% |
| 6M | -8.0% | +9.6% | -17.6% | -10.6% |
| YTD | +3.2% | +15.0% | -11.8% | -1.5% |
| 1Y | +7.0% | +29.9% | -22.8% | -1.4% |
| 3Y | +38.3% | +192.1% | -153.8% | -0.1% |
| 5Y | +0.2% | +62.3% | -62.1% | -17.4% |
| All | +257.2% | +216.2% | +41.0% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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