+1.2%
PLD vs CHRW
+60.9%
-59.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.9% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | -1.8% | -4.3% | +2.4% | -1.2% |
| 3M | -6.0% | -7.4% | +1.4% | -5.0% |
| 6M | -8.4% | -20.7% | +12.3% | -5.0% |
| YTD | +4.2% | -15.9% | +20.1% | +5.3% |
| 1Y | +6.2% | -9.9% | +16.1% | +5.3% |
| 3Y | +37.0% | +79.0% | -42.0% | +8.4% |
| 5Y | +1.2% | +61.3% | -60.1% | -16.8% |
| All | +1.2% | +60.9% | -59.8% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling