+1,621.7%
PLD vs CHRW
+3,690.3%
-2,068.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.4% |
| 7D | -0.8% | +0.6% | -1.4% | -1.1% |
| 30D | -0.3% | -7.3% | +7.0% | +1.9% |
| 3M | -8.0% | -14.2% | +6.1% | -4.0% |
| 6M | -9.8% | -25.1% | +15.3% | -2.7% |
| YTD | +1.8% | -21.2% | +22.9% | +6.3% |
| 1Y | +5.6% | -14.2% | +19.8% | +6.8% |
| 3Y | +33.3% | +63.5% | -30.3% | +2.1% |
| 5Y | +0.3% | +49.6% | -49.3% | -22.5% |
| 10Y | +241.6% | +129.4% | +112.2% | +113.0% |
| All | +1,621.7% | +3,690.3% | -2,068.6% | +651.1% |
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 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