+1,621.7%
PLD vs CPB
+2.1%
+1,619.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -0.9% |
| 7D | -0.8% | +8.0% | -8.8% | -3.1% |
| 30D | -0.3% | +22.4% | -22.6% | -6.4% |
| 3M | -8.0% | +2.5% | -10.6% | -9.3% |
| 6M | -9.8% | +12.2% | -22.0% | -13.9% |
| YTD | +1.8% | -12.8% | +14.6% | +4.4% |
| 1Y | +5.6% | -19.2% | +24.8% | +10.7% |
| 3Y | +33.3% | -35.6% | +68.8% | +47.7% |
| 5Y | +0.3% | -31.4% | +31.7% | +7.4% |
| 10Y | +241.6% | -37.9% | +279.6% | +262.7% |
| All | +1,621.7% | +2.1% | +1,619.7% | +1,330.3% |
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