+15.2%
PLD vs CSGP
-64.7%
+79.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | 0.0% |
| 7D | -2.4% | -4.1% | +1.7% | -1.2% |
| 30D | -2.4% | +2.3% | -4.7% | -3.4% |
| 3M | -3.8% | -8.2% | +4.4% | -2.1% |
| 6M | 0.0% | -35.1% | +35.1% | +12.7% |
| YTD | +9.2% | -54.0% | +63.3% | +36.4% |
| 1Y | +25.9% | -65.3% | +91.2% | +74.0% |
| 3Y | +21.3% | -62.6% | +83.9% | +59.2% |
| All | +15.2% | -64.7% | +79.9% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling