+272.2%
PLD vs CME
+297.2%
-25.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.9% |
| 7D | -1.0% | +2.5% | -3.5% | -1.9% |
| 30D | -1.8% | +13.9% | -15.8% | -6.7% |
| 3M | -6.0% | +22.4% | -28.4% | -13.2% |
| 6M | -8.4% | +12.9% | -21.3% | -13.2% |
| YTD | +4.2% | +19.6% | -15.4% | -3.9% |
| 1Y | +6.2% | +17.7% | -11.5% | -1.6% |
| 3Y | +37.0% | +65.3% | -28.3% | +7.7% |
| 5Y | +1.2% | +75.1% | -74.0% | -23.2% |
| 10Y | +272.2% | +305.8% | -33.6% | +136.5% |
| All | +272.2% | +297.2% | -25.0% | +136.5% |
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