+257.2%
PLD vs CHTR
-49.2%
+306.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.9% |
| 7D | +1.3% | +17.2% | -15.9% | -2.5% |
| 30D | -1.4% | +31.6% | -33.0% | -8.0% |
| 3M | -8.2% | -11.6% | +3.4% | -6.4% |
| 6M | -8.0% | -3.3% | -4.7% | -9.2% |
| YTD | +3.2% | -33.7% | +36.9% | +9.5% |
| 1Y | +7.0% | -32.4% | +39.5% | +12.9% |
| 3Y | +38.3% | -65.9% | +104.2% | +71.0% |
| 5Y | +0.2% | -79.9% | +80.1% | +44.7% |
| All | +257.2% | -49.2% | +306.4% | +294.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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