+61.1%
PLD vs CPNG
-75.9%
+137.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -2.4% | -7.4% | +5.1% | -1.4% |
| 30D | -2.4% | -4.4% | +2.0% | -1.9% |
| 3M | -3.8% | -7.5% | +3.7% | -3.4% |
| 6M | 0.0% | -19.9% | +20.0% | +1.9% |
| YTD | +9.2% | -35.2% | +44.4% | +14.3% |
| 1Y | +25.9% | -46.8% | +72.7% | +35.1% |
| 3Y | +21.3% | -20.2% | +41.5% | +21.3% |
| 5Y | +14.1% | -48.4% | +62.6% | +10.0% |
| All | +61.1% | -75.9% | +137.0% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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