-0.7%
PLD vs CFG
+61.2%
-61.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | -0.3% | +1.1% | -1.3% | -0.7% |
| 3M | -8.0% | -12.0% | +4.0% | -3.9% |
| 6M | -9.8% | -2.2% | -7.6% | -9.4% |
| YTD | +1.8% | +11.4% | -9.6% | -2.9% |
| 1Y | +5.6% | +27.8% | -22.2% | -4.3% |
| 3Y | +33.3% | +173.3% | -140.0% | -10.0% |
| All | -0.7% | +61.2% | -61.9% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling