+243.5%
PLD vs CGNX
+193.6%
+49.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -0.1% |
| 7D | -1.2% | +3.2% | -4.3% | -2.0% |
| 30D | -3.5% | +6.0% | -9.5% | -5.2% |
| 3M | -7.1% | +3.5% | -10.6% | -9.1% |
| 6M | +2.6% | +26.3% | -23.7% | -5.5% |
| YTD | +8.0% | +79.2% | -71.3% | -12.5% |
| 1Y | +22.1% | +43.8% | -21.7% | +4.6% |
| 3Y | +22.3% | +52.0% | -29.7% | -1.8% |
| 5Y | +17.3% | -24.0% | +41.4% | +13.0% |
| All | +243.5% | +193.6% | +49.9% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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