+39.2%
PLD vs CNH
+32.9%
+6.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.9% | -8.1% | +0.2% |
| 7D | +0.7% | +8.6% | -7.9% | -1.4% |
| 30D | +0.8% | +12.6% | -11.7% | -2.1% |
| 3M | -6.1% | +17.5% | -23.6% | -10.8% |
| 6M | -8.0% | +18.1% | -26.1% | -13.4% |
| YTD | +4.7% | +40.4% | -35.7% | -7.7% |
| 1Y | +7.2% | +34.0% | -26.8% | -4.2% |
| 3Y | +39.2% | +35.3% | +3.9% | +18.0% |
| All | +39.2% | +32.9% | +6.3% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling