+791.6%
PLD vs CHTR
+334.3%
+457.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -2.4% | -1.1% | -1.3% | -2.4% |
| 30D | -2.4% | -0.8% | -1.7% | -2.8% |
| 3M | -3.8% | +17.8% | -21.6% | -9.3% |
| 6M | 0.0% | -34.5% | +34.5% | +9.0% |
| YTD | +9.2% | -27.2% | +36.4% | +14.7% |
| 1Y | +25.9% | -41.4% | +67.3% | +40.7% |
| 3Y | +21.3% | -64.0% | +85.3% | +50.7% |
| 5Y | +14.1% | -81.3% | +95.4% | +72.4% |
| 10Y | +237.9% | -44.1% | +281.9% | +243.2% |
| All | +791.6% | +334.3% | +457.4% | +241.2% |
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