+256.8%
PLD vs CME
+320.1%
-63.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.3% | +3.0% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | +0.8% | +8.5% | -7.7% | -2.4% |
| 3M | -6.1% | +16.0% | -22.2% | -11.5% |
| 6M | -8.0% | +9.3% | -17.4% | -11.7% |
| YTD | +4.7% | +15.3% | -10.7% | -2.1% |
| 1Y | +7.2% | +14.4% | -7.2% | +0.5% |
| 3Y | +39.2% | +59.9% | -20.7% | +11.0% |
| 5Y | +1.9% | +69.4% | -67.5% | -21.5% |
| 10Y | +256.8% | +299.5% | -42.7% | +141.8% |
| All | +256.8% | +320.1% | -63.3% | +141.8% |
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