+1,643.3%
PLD vs CPB
+3.4%
+1,639.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.4% |
| 7D | +0.4% | +11.6% | -11.2% | -2.9% |
| 30D | -0.1% | +23.3% | -23.4% | -6.5% |
| 3M | -7.9% | +1.6% | -9.6% | -9.0% |
| 6M | -7.0% | +13.9% | -20.9% | -11.6% |
| YTD | +3.1% | -11.7% | +14.7% | +5.3% |
| 1Y | +7.1% | -18.2% | +25.3% | +11.9% |
| 3Y | +32.9% | -35.2% | +68.1% | +47.1% |
| 5Y | +1.5% | -30.5% | +32.1% | +8.3% |
| 10Y | +245.9% | -37.1% | +283.0% | +265.8% |
| All | +1,643.3% | +3.4% | +1,639.9% | +1,342.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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