+257.2%
PLD vs CHRW
+128.6%
+128.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.3% | +7.3% | -5.9% | -0.5% |
| 30D | -1.4% | -3.6% | +2.2% | -0.8% |
| 3M | -8.2% | -9.6% | +1.4% | -6.4% |
| 6M | -8.0% | -17.0% | +9.0% | -5.3% |
| YTD | +3.2% | -15.4% | +18.6% | +4.4% |
| 1Y | +7.0% | -10.0% | +17.0% | +6.3% |
| 3Y | +38.3% | +82.2% | -43.9% | +7.6% |
| 5Y | +0.2% | +59.4% | -59.2% | -20.1% |
| All | +257.2% | +128.6% | +128.6% | +139.6% |
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