+24.4%
PLD vs CMI
+156.7%
-132.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.9% | +1.9% | -2.7% | -1.5% |
| 30D | -1.2% | -12.5% | +11.3% | +3.2% |
| 3M | -2.3% | -16.2% | +13.9% | +2.6% |
| 6M | +4.5% | +4.9% | -0.3% | -0.7% |
| YTD | +10.1% | +11.1% | -1.0% | +0.4% |
| 1Y | +25.9% | +43.4% | -17.5% | +0.1% |
| 3Y | +24.4% | +154.1% | -129.6% | -34.5% |
| All | +24.4% | +156.7% | -132.3% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling