+272.2%
PLD vs CFG
+224.4%
+47.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.3% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | -1.8% | +3.1% | -5.0% | -2.7% |
| 3M | -6.0% | -9.7% | +3.7% | -3.3% |
| 6M | -8.4% | +6.7% | -15.1% | -10.3% |
| YTD | +4.2% | +15.2% | -10.9% | -0.5% |
| 1Y | +6.2% | +28.8% | -22.6% | -1.9% |
| 3Y | +37.0% | +190.1% | -153.1% | -0.9% |
| 5Y | +1.2% | +63.4% | -62.2% | -16.8% |
| 10Y | +272.2% | +219.8% | +52.4% | +145.4% |
| All | +272.2% | +224.4% | +47.8% | +145.4% |
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