+267.4%
PLD vs CME
+301.9%
-34.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | +0.8% | +1.7% | -0.9% | +0.2% |
| 30D | +0.5% | +10.2% | -9.7% | -3.3% |
| 3M | -5.5% | +17.8% | -23.3% | -11.5% |
| 6M | -8.3% | +11.0% | -19.3% | -12.6% |
| YTD | +4.3% | +17.0% | -12.7% | -3.1% |
| 1Y | +7.4% | +15.8% | -8.4% | +0.2% |
| 3Y | +37.1% | +61.8% | -24.7% | +8.6% |
| 5Y | +1.3% | +72.5% | -71.2% | -22.7% |
| 10Y | +267.4% | +288.0% | -20.6% | +130.8% |
| All | +267.4% | +301.9% | -34.5% | +130.8% |
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