+1,643.3%
PLD vs CMI
+5,565.6%
-3,922.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | 0.0% | +1.5% | -1.5% | -0.6% |
| 30D | -3.7% | -14.0% | +10.2% | +2.0% |
| 3M | -7.9% | -28.3% | +20.4% | +4.9% |
| 6M | -9.2% | -34.9% | +25.7% | +6.3% |
| YTD | +3.1% | -9.9% | +12.9% | +4.0% |
| 1Y | +6.2% | -3.6% | +9.8% | +4.0% |
| 3Y | +35.4% | +120.9% | -85.5% | -7.6% |
| 5Y | +0.1% | +116.1% | -116.0% | -32.1% |
| 10Y | +268.0% | +328.5% | -60.5% | +77.2% |
| All | +1,643.3% | +5,565.6% | -3,922.3% | +276.9% |
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