+24.4%
PLD vs CHTR
-65.0%
+89.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.3% |
| 7D | -0.9% | -0.3% | -0.6% | -1.0% |
| 30D | -1.2% | -4.5% | +3.3% | -0.9% |
| 3M | -2.3% | +10.2% | -12.5% | -4.2% |
| 6M | +4.5% | -37.2% | +41.8% | +10.2% |
| YTD | +10.1% | -30.2% | +40.3% | +13.7% |
| 1Y | +25.9% | -44.8% | +70.7% | +35.4% |
| 3Y | +24.4% | -65.5% | +89.9% | +48.3% |
| All | +24.4% | -65.0% | +89.4% | +48.3% |
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 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