+630.5%
PLD vs CPAY
+1,565.5%
-935.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -2.4% | +2.1% | -4.5% | -3.1% |
| 30D | -2.4% | +5.5% | -8.0% | -4.4% |
| 3M | -3.8% | +16.6% | -20.4% | -9.2% |
| 6M | 0.0% | +26.7% | -26.6% | -9.0% |
| YTD | +9.2% | +38.4% | -29.1% | -4.6% |
| 1Y | +25.9% | +30.1% | -4.2% | +11.9% |
| 3Y | +21.3% | +52.6% | -31.3% | 0.0% |
| 5Y | +14.1% | +59.0% | -44.8% | -9.2% |
| 10Y | +237.9% | +148.4% | +89.5% | +121.1% |
| All | +630.5% | +1,565.5% | -935.0% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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