+257.2%
PLD vs CG
+278.5%
-21.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +1.3% | +0.2% | +1.2% | +1.2% |
| 30D | -1.4% | +11.2% | -12.6% | -4.9% |
| 3M | -8.2% | -22.1% | +13.9% | -0.9% |
| 6M | -8.0% | -17.9% | +9.9% | -3.0% |
| YTD | +3.2% | -31.3% | +34.5% | +14.1% |
| 1Y | +7.0% | -24.0% | +31.0% | +14.2% |
| 3Y | +38.3% | +45.0% | -6.7% | +12.8% |
| 5Y | +0.2% | -22.6% | +22.8% | -3.3% |
| All | +257.2% | +278.5% | -21.2% | +129.6% |
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