+249.9%
PLD vs COPX
+606.7%
-356.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -3.0% | -2.3% |
| 7D | -0.7% | +6.0% | -6.7% | -2.3% |
| 30D | -2.2% | +6.4% | -8.7% | -4.1% |
| 3M | -7.4% | +19.3% | -26.7% | -12.6% |
| 6M | +1.9% | +16.2% | -14.3% | -4.2% |
| YTD | +7.9% | +33.2% | -25.3% | -3.7% |
| 1Y | +25.1% | +90.2% | -65.1% | -0.6% |
| 3Y | +21.9% | +175.7% | -153.8% | -16.2% |
| 5Y | +16.3% | +193.1% | -176.8% | -23.6% |
| 10Y | +249.9% | +619.4% | -369.6% | +40.6% |
| All | +249.9% | +606.7% | -356.8% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling