+236.9%
PLD vs CME
+281.4%
-44.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | -2.4% | -1.6% | -0.8% | -1.8% |
| 30D | -2.4% | +6.2% | -8.7% | -4.6% |
| 3M | -3.8% | +10.4% | -14.2% | -7.6% |
| 6M | 0.0% | -9.5% | +9.6% | +3.1% |
| YTD | +9.2% | +6.0% | +3.2% | +5.8% |
| 1Y | +25.9% | +9.3% | +16.6% | +20.2% |
| 3Y | +21.3% | +57.7% | -36.4% | -2.6% |
| 5Y | +14.1% | +77.7% | -63.6% | -13.5% |
| All | +236.9% | +281.4% | -44.4% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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