+1,747.8%
PLD vs CP
+4,738.4%
-2,990.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | -2.4% | -2.7% | +0.3% | -1.1% |
| 30D | -2.4% | +0.2% | -2.6% | -2.6% |
| 3M | -3.8% | +2.6% | -6.4% | -5.3% |
| 6M | 0.0% | +6.0% | -5.9% | -3.4% |
| YTD | +9.2% | +24.9% | -15.7% | -3.5% |
| 1Y | +25.9% | +20.1% | +5.8% | +13.4% |
| 3Y | +21.3% | +16.4% | +4.9% | +10.1% |
| 5Y | +14.1% | +31.7% | -17.6% | -3.9% |
| 10Y | +237.9% | +223.9% | +14.0% | +70.2% |
| All | +1,747.8% | +4,738.4% | -2,990.6% | +267.2% |
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