+231.7%
PLD vs CSGP
+63.3%
+168.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.4% | +0.3% |
| 7D | -0.8% | +1.3% | -2.1% | -1.3% |
| 30D | -0.3% | +10.7% | -11.0% | -4.7% |
| 3M | -8.0% | +3.3% | -11.3% | -10.6% |
| 6M | -9.8% | -10.3% | +0.5% | -8.8% |
| YTD | +1.8% | -54.6% | +56.3% | +28.7% |
| 1Y | +5.6% | -54.6% | +60.2% | +33.4% |
| 3Y | +33.3% | -60.3% | +93.6% | +72.8% |
| 5Y | +0.3% | -63.3% | +63.6% | +30.5% |
| All | +231.7% | +63.3% | +168.4% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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