-0.7%
PLD vs CME
+74.8%
-75.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +1.3% | +3.9% | -2.6% | +0.3% |
| 30D | -1.4% | +11.3% | -12.7% | -4.4% |
| 3M | -8.2% | +19.6% | -27.7% | -12.9% |
| 6M | -8.0% | +8.1% | -16.1% | -10.2% |
| YTD | +3.2% | +20.4% | -17.3% | -3.4% |
| 1Y | +7.0% | +16.5% | -9.5% | +1.4% |
| 3Y | +38.3% | +66.4% | -28.2% | +10.1% |
| All | -0.7% | +74.8% | -75.5% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling