+1,643.3%
PLD vs CNP
+697.5%
+945.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.3% |
| 7D | +0.4% | -5.3% | +5.7% | +2.1% |
| 30D | -0.1% | +3.7% | -3.8% | -1.3% |
| 3M | -7.9% | -1.1% | -6.9% | -7.8% |
| 6M | -7.0% | -7.1% | +0.2% | -5.0% |
| YTD | +3.1% | +6.0% | -3.0% | +0.8% |
| 1Y | +7.1% | +5.2% | +1.9% | +5.0% |
| 3Y | +32.9% | +57.5% | -24.7% | +13.9% |
| 5Y | +1.5% | +70.0% | -68.5% | -14.6% |
| 10Y | +245.9% | +137.8% | +108.1% | +156.2% |
| All | +1,643.3% | +697.5% | +945.8% | +805.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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