+1,663.4%
PLD vs CNI
+4,774.3%
-3,110.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | -1.0% | -1.1% | +0.1% | -0.3% |
| 30D | -1.8% | +7.6% | -9.5% | -6.3% |
| 3M | -6.0% | +1.6% | -7.6% | -7.2% |
| 6M | -8.4% | +16.6% | -25.0% | -17.2% |
| YTD | +4.2% | +31.3% | -27.0% | -13.1% |
| 1Y | +6.2% | +35.2% | -29.0% | -13.3% |
| 3Y | +37.0% | +21.5% | +15.5% | +18.4% |
| 5Y | +1.2% | +8.5% | -7.3% | -7.1% |
| 10Y | +272.2% | +142.9% | +129.3% | +94.1% |
| All | +1,663.4% | +4,774.3% | -3,110.9% | +266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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