+231.7%
PLD vs CME
+331.0%
-99.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | -0.3% | +13.2% | -13.4% | -4.8% |
| 3M | -8.0% | +16.3% | -24.3% | -13.3% |
| 6M | -9.8% | +7.1% | -16.9% | -12.7% |
| YTD | +1.8% | +15.8% | -14.0% | -4.8% |
| 1Y | +5.6% | +17.1% | -11.5% | -1.8% |
| 3Y | +33.3% | +63.2% | -29.9% | +5.9% |
| 5Y | +0.3% | +70.2% | -69.9% | -22.4% |
| All | +231.7% | +331.0% | -99.3% | +157.1% |
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