+486.8%
PLD vs CG
+351.2%
+135.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -2.4% | -4.3% | +1.9% | -1.1% |
| 30D | -2.4% | -5.1% | +2.7% | -1.1% |
| 3M | -3.8% | +8.7% | -12.5% | -6.6% |
| 6M | 0.0% | -9.2% | +9.3% | +2.0% |
| YTD | +9.2% | -18.9% | +28.1% | +14.4% |
| 1Y | +25.9% | -25.6% | +51.5% | +34.9% |
| 3Y | +21.3% | +57.3% | -36.0% | -0.1% |
| 5Y | +14.1% | +10.2% | +4.0% | +0.4% |
| 10Y | +237.9% | +364.2% | -126.3% | +103.0% |
| All | +486.8% | +351.2% | +135.6% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling