+1,747.8%
PLD vs CMS
+353.5%
+1,394.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -2.4% | -3.6% | +1.2% | -0.9% |
| 3M | -3.8% | -1.9% | -1.9% | -3.2% |
| 6M | 0.0% | -11.0% | +11.0% | +4.9% |
| YTD | +9.2% | +0.2% | +9.0% | +8.8% |
| 1Y | +25.9% | -1.3% | +27.2% | +26.1% |
| 3Y | +21.3% | +35.9% | -14.6% | +5.3% |
| 5Y | +14.1% | +23.1% | -9.0% | +3.5% |
| 10Y | +237.9% | +117.9% | +120.0% | +146.7% |
| All | +1,747.8% | +353.5% | +1,394.3% | +730.2% |
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