+267.4%
PLD vs CG
+308.6%
-41.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | +0.8% | +2.0% | -1.2% | +0.1% |
| 30D | +0.5% | +8.5% | -8.1% | -2.4% |
| 3M | -5.5% | -12.1% | +6.6% | -2.0% |
| 6M | -8.3% | -16.4% | +8.1% | -3.8% |
| YTD | +4.3% | -28.0% | +32.3% | +13.7% |
| 1Y | +7.4% | -18.9% | +26.3% | +12.2% |
| 3Y | +37.1% | +51.2% | -14.2% | +10.3% |
| 5Y | +1.3% | -15.9% | +17.2% | -4.8% |
| 10Y | +267.4% | +305.9% | -38.5% | +130.7% |
| All | +267.4% | +308.6% | -41.2% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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