+256.8%
PLD vs CHRW
+131.6%
+125.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +2.1% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | +0.8% | -9.4% | +10.2% | +3.1% |
| 3M | -6.1% | -13.3% | +7.1% | -3.3% |
| 6M | -8.0% | -24.2% | +16.1% | -3.0% |
| YTD | +4.7% | -18.9% | +23.5% | +7.1% |
| 1Y | +7.2% | -12.4% | +19.6% | +7.2% |
| 3Y | +39.2% | +72.2% | -33.0% | +10.2% |
| 5Y | +1.9% | +53.4% | -51.5% | -17.8% |
| 10Y | +256.8% | +127.0% | +129.8% | +151.1% |
| All | +256.8% | +131.6% | +125.1% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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