+24.4%
PLD vs COPX
+171.8%
-147.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | 0.0% |
| 7D | -0.9% | +5.8% | -6.6% | -2.0% |
| 30D | -1.2% | +7.2% | -8.4% | -2.7% |
| 3M | -2.3% | +16.5% | -18.8% | -6.0% |
| 6M | +4.5% | +18.4% | -13.9% | -0.9% |
| YTD | +10.1% | +31.9% | -21.8% | +0.1% |
| 1Y | +25.9% | +88.5% | -62.6% | +2.1% |
| 3Y | +24.4% | +173.1% | -148.7% | -18.4% |
| All | +24.4% | +171.8% | -147.4% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling