+1,747.8%
PLD vs CHRW
+4,365.0%
-2,617.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -2.4% | -1.4% | -1.0% | -1.9% |
| 30D | -2.4% | -3.5% | +1.0% | -1.4% |
| 3M | -3.8% | -19.4% | +15.6% | +2.4% |
| 6M | 0.0% | -21.4% | +21.4% | +6.7% |
| YTD | +9.2% | -7.1% | +16.4% | +8.7% |
| 1Y | +25.9% | +17.8% | +8.1% | +13.7% |
| 3Y | +21.3% | +78.8% | -57.5% | -8.9% |
| 5Y | +14.1% | +83.5% | -69.4% | -17.3% |
| 10Y | +237.9% | +160.2% | +77.6% | +103.8% |
| All | +1,747.8% | +4,365.0% | -2,617.2% | +668.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling