+1,643.3%
PLD vs CMS
+368.2%
+1,275.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +0.4% | +1.7% | -1.3% | -0.3% |
| 30D | -0.1% | +8.6% | -8.7% | -3.7% |
| 3M | -7.9% | -0.5% | -7.5% | -7.9% |
| 6M | -7.0% | -4.2% | -2.8% | -5.5% |
| YTD | +3.1% | +3.4% | -0.4% | +1.1% |
| 1Y | +7.1% | +0.4% | +6.6% | +6.4% |
| 3Y | +32.9% | +38.2% | -5.3% | +14.5% |
| 5Y | +1.5% | +35.4% | -33.9% | -11.6% |
| 10Y | +245.9% | +131.7% | +114.2% | +145.9% |
| All | +1,643.3% | +368.2% | +1,275.1% | +671.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling