+750.9%
PLD vs CHTR
+289.5%
+461.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.5% |
| 7D | -1.0% | +13.4% | -14.4% | -4.5% |
| 30D | -1.8% | +33.0% | -34.9% | -9.5% |
| 3M | -6.0% | -13.6% | +7.5% | -3.6% |
| 6M | -8.4% | -7.8% | -0.6% | -8.6% |
| YTD | +4.2% | -34.7% | +38.9% | +11.7% |
| 1Y | +6.2% | -34.8% | +41.1% | +13.8% |
| 3Y | +37.0% | -66.7% | +103.7% | +72.3% |
| 5Y | +1.2% | -80.4% | +81.5% | +47.8% |
| 10Y | +272.2% | -50.0% | +322.2% | +286.7% |
| All | +750.9% | +289.5% | +461.4% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling