+1,747.8%
PLD vs CRS
+3,551.6%
-1,803.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -2.4% | -16.6% | +14.2% | +2.8% |
| 3M | -3.8% | -3.5% | -0.3% | -3.8% |
| 6M | 0.0% | +15.4% | -15.4% | -6.1% |
| YTD | +9.2% | +51.2% | -42.0% | -6.2% |
| 1Y | +25.9% | +98.3% | -72.4% | -2.2% |
| 3Y | +21.3% | +651.5% | -630.2% | -41.5% |
| 5Y | +14.1% | +1,411.1% | -1,397.0% | -58.6% |
| 10Y | +237.9% | +1,424.3% | -1,186.5% | -3.0% |
| All | +1,747.8% | +3,551.6% | -1,803.7% | +246.5% |
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