+1,747.8%
PLD vs CMI
+6,876.3%
-5,128.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.9% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | -2.4% | -13.4% | +11.0% | +3.3% |
| 3M | -3.8% | -17.0% | +13.2% | +2.6% |
| 6M | 0.0% | -1.6% | +1.7% | -1.3% |
| YTD | +9.2% | +11.0% | -1.7% | +1.7% |
| 1Y | +25.9% | +41.9% | -16.0% | +5.1% |
| 3Y | +21.3% | +151.8% | -130.5% | -21.2% |
| 5Y | +14.1% | +163.6% | -149.5% | -28.5% |
| 10Y | +237.9% | +472.9% | -235.0% | +44.3% |
| All | +1,747.8% | +6,876.3% | -5,128.5% | +268.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling