+15.5%
PLD vs COPX
+186.1%
-170.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.2% |
| 7D | -0.9% | +5.8% | -6.6% | -2.2% |
| 30D | -1.2% | +7.2% | -8.4% | -3.0% |
| 3M | -2.3% | +16.5% | -18.8% | -6.5% |
| 6M | +4.5% | +18.4% | -13.9% | -1.5% |
| YTD | +10.1% | +31.9% | -21.8% | -0.5% |
| 1Y | +25.9% | +88.5% | -62.6% | +1.6% |
| 3Y | +24.4% | +173.1% | -148.7% | -13.4% |
| 5Y | +15.5% | +193.1% | -177.7% | -21.9% |
| All | +15.5% | +186.1% | -170.6% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling