+236.9%
PLD vs CMS
+117.1%
+119.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | -2.4% | -3.6% | +1.2% | 0.0% |
| 3M | -3.8% | -1.9% | -1.9% | -2.9% |
| 6M | 0.0% | -11.0% | +11.0% | +7.8% |
| YTD | +9.2% | +0.2% | +9.0% | +8.2% |
| 1Y | +25.9% | -1.3% | +27.2% | +25.7% |
| 3Y | +21.3% | +35.9% | -14.6% | -5.4% |
| 5Y | +14.1% | +23.1% | -9.0% | -4.9% |
| All | +236.9% | +117.1% | +119.8% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling