+272.2%
PLD vs COR
+489.9%
-217.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -1.0% | -1.2% | +0.2% | -0.7% |
| 30D | -1.8% | +7.6% | -9.5% | -3.9% |
| 3M | -6.0% | +5.0% | -11.0% | -7.6% |
| 6M | -8.4% | +35.3% | -43.7% | -16.3% |
| YTD | +4.2% | +4.2% | 0.0% | +1.5% |
| 1Y | +6.2% | -3.4% | +9.7% | +5.9% |
| 3Y | +37.0% | +81.1% | -44.1% | +9.4% |
| 5Y | +1.2% | +195.8% | -194.6% | -32.5% |
| 10Y | +272.2% | +493.6% | -221.4% | +102.1% |
| All | +272.2% | +489.9% | -217.7% | +102.1% |
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