+15.5%
PLD vs CMI
+170.2%
-154.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.5% |
| 3M | -2.3% | -16.2% | +13.9% | +3.0% |
| 6M | +4.5% | +4.9% | -0.3% | -0.2% |
| YTD | +10.1% | +11.1% | -1.0% | +1.4% |
| 1Y | +25.9% | +43.4% | -17.5% | +2.5% |
| 3Y | +24.4% | +154.1% | -129.6% | -23.4% |
| 5Y | +15.5% | +169.5% | -154.0% | -33.6% |
| All | +15.5% | +170.2% | -154.7% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling