+5.6%
PLD vs CG
-21.8%
+27.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | -0.8% | -1.2% | +0.4% | -0.6% |
| 30D | -0.3% | +5.0% | -5.3% | -0.9% |
| 3M | -8.0% | -18.2% | +10.2% | -5.5% |
| 6M | -9.8% | -20.7% | +10.9% | -7.2% |
| YTD | +1.8% | -31.4% | +33.2% | +4.6% |
| 1Y | +5.6% | -22.3% | +27.9% | +7.6% |
| All | +5.6% | -21.8% | +27.5% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling