+5.6%
PLD vs CME
+18.8%
-13.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | -0.3% | +13.2% | -13.4% | -1.4% |
| 3M | -8.0% | +16.3% | -24.3% | -9.4% |
| 6M | -9.8% | +7.1% | -16.9% | -10.9% |
| YTD | +1.8% | +15.8% | -14.0% | -1.0% |
| 1Y | +5.6% | +17.1% | -11.5% | +2.7% |
| All | +5.6% | +18.8% | -13.2% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling