+243.5%
PLD vs CRH
+253.3%
-9.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | -1.2% | -6.1% | +4.9% | +1.2% |
| 30D | -3.5% | -9.3% | +5.7% | 0.0% |
| 3M | -7.1% | -15.2% | +8.1% | -1.5% |
| 6M | +2.6% | -14.2% | +16.8% | +7.7% |
| YTD | +8.0% | -28.3% | +36.2% | +21.0% |
| 1Y | +22.1% | -21.8% | +43.8% | +31.4% |
| 3Y | +22.3% | +71.6% | -49.3% | -7.1% |
| 5Y | +17.3% | +96.6% | -79.3% | -17.9% |
| All | +243.5% | +253.3% | -9.8% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling