+719.3%
PLD vs COPX
+186.2%
+533.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -2.4% | -4.0% | +1.6% | -1.1% |
| 30D | -2.4% | +4.5% | -7.0% | -4.0% |
| 3M | -3.8% | +0.8% | -4.6% | -5.3% |
| 6M | 0.0% | +3.2% | -3.2% | -3.3% |
| YTD | +9.2% | +26.7% | -17.5% | -2.8% |
| 1Y | +25.9% | +85.7% | -59.8% | -2.7% |
| 3Y | +21.3% | +151.2% | -129.9% | -18.4% |
| 5Y | +14.1% | +170.0% | -155.9% | -27.7% |
| 10Y | +237.9% | +572.9% | -335.1% | +33.2% |
| All | +719.3% | +186.2% | +533.1% | +352.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling