+37.1%
PLD vs CME
+61.8%
-24.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +0.8% | +1.7% | -0.9% | +0.7% |
| 30D | +0.5% | +10.2% | -9.7% | +0.1% |
| 3M | -5.5% | +17.8% | -23.3% | -6.1% |
| 6M | -8.3% | +11.0% | -19.3% | -9.0% |
| YTD | +4.3% | +17.0% | -12.7% | +3.5% |
| 1Y | +7.4% | +15.8% | -8.4% | +6.6% |
| 3Y | +37.1% | +61.8% | -24.7% | +37.0% |
| All | +37.1% | +61.8% | -24.8% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling