+267.4%
PLD vs CMS
+134.3%
+133.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.6% |
| 7D | +0.8% | +0.5% | +0.3% | +0.5% |
| 30D | +0.5% | +7.4% | -6.9% | -4.4% |
| 3M | -5.5% | +1.9% | -7.4% | -6.9% |
| 6M | -8.3% | -2.3% | -6.0% | -7.4% |
| YTD | +4.3% | +3.0% | +1.3% | +1.3% |
| 1Y | +7.4% | -2.8% | +10.2% | +8.4% |
| 3Y | +37.1% | +37.9% | -0.9% | +6.3% |
| 5Y | +1.3% | +34.0% | -32.6% | -20.3% |
| 10Y | +267.4% | +138.1% | +129.3% | +106.0% |
| All | +267.4% | +134.3% | +133.1% | +106.0% |
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