+6.2%
PLD vs CME
+17.5%
-11.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.2% |
| 7D | -1.0% | +2.5% | -3.5% | -1.2% |
| 30D | -1.8% | +13.9% | -15.8% | -2.9% |
| 3M | -6.0% | +22.4% | -28.4% | -7.8% |
| 6M | -8.4% | +12.9% | -21.3% | -9.9% |
| YTD | +4.2% | +19.6% | -15.4% | +1.4% |
| 1Y | +6.2% | +17.7% | -11.5% | +3.1% |
| All | +6.2% | +17.5% | -11.3% | +3.1% |
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 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