+231.7%
PLD vs CHRW
+127.5%
+104.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.6% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | -0.3% | -7.3% | +7.0% | +1.3% |
| 3M | -8.0% | -14.2% | +6.1% | -5.1% |
| 6M | -9.8% | -25.1% | +15.3% | -4.6% |
| YTD | +1.8% | -21.2% | +22.9% | +4.9% |
| 1Y | +5.6% | -14.2% | +19.8% | +6.1% |
| 3Y | +33.3% | +63.5% | -30.3% | +7.1% |
| 5Y | +0.3% | +49.6% | -49.3% | -18.5% |
| All | +231.7% | +127.5% | +104.2% | +150.4% |
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