+382.4%
PLD vs CFG
+351.2%
+31.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.2% |
| 7D | +0.4% | -2.2% | +2.6% | +1.0% |
| 30D | -0.1% | +0.4% | -0.5% | -0.2% |
| 3M | -7.9% | -12.6% | +4.6% | -4.5% |
| 6M | -7.0% | +0.6% | -7.6% | -7.3% |
| YTD | +3.1% | +12.4% | -9.4% | -0.8% |
| 1Y | +7.1% | +27.7% | -20.6% | -0.7% |
| 3Y | +32.9% | +172.4% | -139.5% | -1.2% |
| 5Y | +1.5% | +64.0% | -62.4% | -15.9% |
| 10Y | +245.9% | +252.8% | -6.9% | +111.2% |
| All | +382.4% | +351.2% | +31.3% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling