+240.3%
PLD vs CHD
+124.1%
+116.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.9% | +1.7% |
| 7D | -0.9% | -2.9% | +2.0% | +0.3% |
| 30D | -1.2% | -6.2% | +5.0% | +1.4% |
| 3M | -2.3% | +1.6% | -3.9% | -3.3% |
| 6M | +4.5% | -3.5% | +8.0% | +5.5% |
| YTD | +10.1% | +16.2% | -6.1% | +2.3% |
| 1Y | +25.9% | +3.4% | +22.5% | +22.7% |
| 3Y | +24.4% | +4.6% | +19.8% | +18.1% |
| 5Y | +15.5% | +21.1% | -5.7% | +0.5% |
| 10Y | +240.3% | +126.5% | +113.8% | +132.3% |
| All | +240.3% | +124.1% | +116.2% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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