+1,643.3%
PLD vs COR
+6,582.6%
-4,939.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.2% |
| 7D | +0.4% | +2.8% | -2.4% | -0.3% |
| 30D | -0.1% | +7.4% | -7.5% | -1.9% |
| 3M | -7.9% | +7.3% | -15.2% | -9.7% |
| 6M | -7.0% | +11.5% | -18.5% | -10.2% |
| YTD | +3.1% | +1.2% | +1.9% | +1.5% |
| 1Y | +7.1% | -3.3% | +10.4% | +6.6% |
| 3Y | +32.9% | +78.5% | -45.6% | +12.1% |
| 5Y | +1.5% | +183.0% | -181.4% | -24.2% |
| 10Y | +245.9% | +545.4% | -299.5% | +104.6% |
| All | +1,643.3% | +6,582.6% | -4,939.3% | +604.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling