+1,643.3%
PLD vs COO
+1,196.3%
+447.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.7% |
| 7D | +0.4% | +5.3% | -4.8% | -1.2% |
| 30D | -0.1% | +12.5% | -12.6% | -3.9% |
| 3M | -7.9% | -15.1% | +7.2% | -3.9% |
| 6M | -7.0% | +3.7% | -10.6% | -9.2% |
| YTD | +3.1% | -22.5% | +25.6% | +10.1% |
| 1Y | +7.1% | -7.8% | +14.9% | +8.1% |
| 3Y | +32.9% | -24.1% | +57.0% | +40.0% |
| 5Y | +1.5% | -40.1% | +41.6% | +14.3% |
| 10Y | +245.9% | +44.7% | +201.2% | +193.8% |
| All | +1,643.3% | +1,196.3% | +447.0% | +702.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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