+231.7%
PLD vs CNH
+116.5%
+115.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.0% |
| 7D | -0.8% | -1.7% | +0.9% | -0.4% |
| 30D | -0.3% | -7.2% | +7.0% | +1.6% |
| 3M | -8.0% | +6.5% | -14.6% | -10.6% |
| 6M | -9.8% | +7.9% | -17.7% | -13.4% |
| YTD | +1.8% | +26.6% | -24.8% | -7.4% |
| 1Y | +5.6% | +13.8% | -8.2% | -1.2% |
| 3Y | +33.3% | +9.2% | +24.1% | +23.7% |
| 5Y | +0.3% | -15.6% | +15.9% | -2.2% |
| All | +231.7% | +116.5% | +115.2% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling