-0.7%
PLD vs CMI
+114.0%
-114.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +1.3% | +0.5% | +0.9% | +1.2% |
| 30D | -1.4% | -14.0% | +12.7% | +3.7% |
| 3M | -8.2% | -28.1% | +20.0% | +2.9% |
| 6M | -8.0% | -35.8% | +27.8% | +6.3% |
| YTD | +3.2% | -10.5% | +13.7% | +1.9% |
| 1Y | +7.0% | -1.9% | +8.9% | +1.2% |
| 3Y | +38.3% | +121.0% | -82.7% | -12.9% |
| All | -0.7% | +114.0% | -114.7% | -38.5% |
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 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