+5.6%
PLD vs CMS
-1.6%
+7.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.5% |
| 7D | -0.8% | -1.3% | +0.5% | -0.3% |
| 30D | -0.3% | +6.3% | -6.6% | -2.5% |
| 3M | -8.0% | -2.1% | -6.0% | -7.3% |
| 6M | -9.8% | -5.1% | -4.7% | -8.2% |
| YTD | +1.8% | +1.3% | +0.5% | +1.4% |
| 1Y | +5.6% | -1.4% | +7.0% | +6.3% |
| All | +5.6% | -1.6% | +7.2% | +6.3% |
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