+1.5%
PLD vs CMS
+36.2%
-34.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +0.4% | +1.7% | -1.3% | -0.6% |
| 30D | -0.1% | +8.6% | -8.7% | -5.2% |
| 3M | -7.9% | -0.5% | -7.5% | -7.8% |
| 6M | -7.0% | -4.2% | -2.8% | -4.9% |
| YTD | +3.1% | +3.4% | -0.4% | -0.1% |
| 1Y | +7.1% | +0.4% | +6.6% | +5.7% |
| 3Y | +32.9% | +38.2% | -5.3% | +3.3% |
| 5Y | +1.5% | +35.4% | -33.9% | -17.8% |
| All | +1.5% | +36.2% | -34.6% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling