+243.3%
PLD vs CMI
+514.3%
-271.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | -2.2% | -12.3% | +10.1% | +2.4% |
| 3M | -7.4% | -16.8% | +9.4% | -1.9% |
| 6M | +1.9% | +1.5% | +0.4% | -0.8% |
| YTD | +7.9% | +9.8% | -1.9% | +0.8% |
| 1Y | +25.1% | +42.6% | -17.5% | +4.4% |
| 3Y | +21.9% | +151.0% | -129.1% | -19.9% |
| 5Y | +16.3% | +167.0% | -150.7% | -26.6% |
| All | +243.3% | +514.3% | -271.0% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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