+597.4%
PLD vs CPAY
+1,738.6%
-1,141.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +0.8% | +13.1% | -12.3% | -3.6% |
| 30D | +0.5% | +15.5% | -15.0% | -4.7% |
| 3M | -5.5% | +14.7% | -20.2% | -10.3% |
| 6M | -8.3% | +33.6% | -42.0% | -17.9% |
| YTD | +4.3% | +52.7% | -48.4% | -12.3% |
| 1Y | +7.4% | +63.5% | -56.1% | -12.0% |
| 3Y | +37.1% | +98.8% | -61.7% | +2.6% |
| 5Y | +1.3% | +88.6% | -87.2% | -23.9% |
| 10Y | +267.4% | +213.8% | +53.6% | +122.3% |
| All | +597.4% | +1,738.6% | -1,141.1% | +104.1% |
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