+6.2%
PLD vs CMS
-2.8%
+9.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -1.0% | -1.1% | +0.1% | -0.6% |
| 30D | -1.8% | +6.6% | -8.4% | -4.1% |
| 3M | -6.0% | +0.8% | -6.9% | -6.3% |
| 6M | -8.4% | -3.3% | -5.0% | -7.4% |
| YTD | +4.2% | +2.7% | +1.5% | +3.4% |
| 1Y | +6.2% | -4.0% | +10.2% | +8.0% |
| All | +6.2% | -2.8% | +9.1% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling