+1,643.3%
PLD vs CP
+4,863.3%
-3,220.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -1.8% |
| 7D | +0.4% | +6.1% | -5.7% | -2.7% |
| 30D | -0.1% | +9.8% | -9.9% | -4.9% |
| 3M | -7.9% | +2.7% | -10.7% | -9.5% |
| 6M | -7.0% | +12.8% | -19.7% | -13.0% |
| YTD | +3.1% | +28.2% | -25.1% | -10.3% |
| 1Y | +7.1% | +34.1% | -27.1% | -9.1% |
| 3Y | +32.9% | +28.9% | +4.0% | +14.2% |
| 5Y | +1.5% | +27.1% | -25.5% | -13.0% |
| 10Y | +245.9% | +264.8% | -18.9% | +63.8% |
| All | +1,643.3% | +4,863.3% | -3,220.0% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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