+267.4%
PLD vs COR
+505.6%
-238.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +0.8% | +2.4% | -1.6% | +0.1% |
| 30D | +0.5% | +7.7% | -7.2% | -1.7% |
| 3M | -5.5% | +7.5% | -13.0% | -7.7% |
| 6M | -8.3% | +34.1% | -42.5% | -16.1% |
| YTD | +4.3% | +3.9% | +0.4% | +1.7% |
| 1Y | +7.4% | -3.6% | +11.1% | +7.1% |
| 3Y | +37.1% | +80.5% | -43.5% | +9.5% |
| 5Y | +1.3% | +194.9% | -193.5% | -32.4% |
| 10Y | +267.4% | +486.6% | -219.2% | +98.9% |
| All | +267.4% | +505.6% | -238.2% | +98.9% |
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