+1.9%
PLD vs CNH
-6.4%
+8.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.9% | -8.1% | -0.1% |
| 7D | +0.7% | +8.6% | -7.9% | -1.6% |
| 30D | +0.8% | +12.6% | -11.7% | -2.5% |
| 3M | -6.1% | +17.5% | -23.6% | -11.3% |
| 6M | -8.0% | +18.1% | -26.1% | -14.0% |
| YTD | +4.7% | +40.4% | -35.7% | -8.3% |
| 1Y | +7.2% | +34.0% | -26.8% | -4.8% |
| 3Y | +39.2% | +35.3% | +3.9% | +20.5% |
| 5Y | +1.9% | -5.1% | +7.0% | -4.4% |
| All | +1.9% | -6.4% | +8.3% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling