+272.2%
PLD vs COPX
+322.8%
-50.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.3% |
| 7D | -1.0% | -1.5% | +0.5% | -0.7% |
| 30D | -1.8% | -14.0% | +12.1% | +2.1% |
| 3M | -6.0% | -17.1% | +11.1% | -1.6% |
| 6M | -8.4% | -15.9% | +7.5% | -5.6% |
| YTD | +4.2% | +2.6% | +1.6% | -0.5% |
| 1Y | +6.2% | +21.6% | -15.4% | -4.0% |
| 3Y | +37.0% | +142.7% | -105.7% | -3.7% |
| 5Y | +1.2% | +122.2% | -121.1% | -28.6% |
| 10Y | +272.2% | +338.8% | -66.6% | +78.5% |
| All | +272.2% | +322.8% | -50.6% | +78.5% |
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