+39.7%
PLD vs CHTR
-66.6%
+106.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.2% |
| 7D | -1.0% | +13.4% | -14.4% | -2.5% |
| 30D | -1.8% | +33.0% | -34.9% | -5.1% |
| 3M | -6.0% | -13.6% | +7.5% | -4.9% |
| 6M | -8.4% | -7.8% | -0.6% | -8.3% |
| YTD | +4.2% | -34.7% | +38.9% | +7.9% |
| 1Y | +6.2% | -34.8% | +41.1% | +9.9% |
| All | +39.7% | -66.6% | +106.3% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling