+256.8%
PLD vs COR
+534.3%
-277.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.8% | +1.8% |
| 7D | +0.7% | +2.3% | -1.7% | 0.0% |
| 30D | +0.8% | +6.8% | -5.9% | -1.1% |
| 3M | -6.1% | +8.1% | -14.2% | -8.4% |
| 6M | -8.0% | +33.0% | -41.0% | -15.5% |
| YTD | +4.7% | +3.0% | +1.7% | +2.3% |
| 1Y | +7.2% | -3.4% | +10.6% | +6.8% |
| 3Y | +39.2% | +80.1% | -40.9% | +11.6% |
| 5Y | +1.9% | +194.7% | -192.8% | -31.6% |
| 10Y | +256.8% | +512.3% | -255.5% | +102.4% |
| All | +256.8% | +534.3% | -277.6% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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