+1,621.7%
PLD vs CRS
+2,039.2%
-417.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.8% | -1.7% | +0.9% | -0.3% |
| 30D | -0.3% | -28.8% | +28.5% | +9.2% |
| 3M | -8.0% | -50.0% | +42.0% | +11.6% |
| 6M | -9.8% | -39.2% | +29.4% | +2.0% |
| YTD | +1.8% | -11.4% | +13.2% | +1.3% |
| 1Y | +5.6% | -11.7% | +17.3% | +4.9% |
| 3Y | +33.3% | +319.6% | -286.4% | -24.0% |
| 5Y | +0.3% | +794.8% | -794.5% | -57.7% |
| 10Y | +241.6% | +926.9% | -685.3% | +8.9% |
| All | +1,621.7% | +2,039.2% | -417.4% | +274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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