+256.8%
PLD vs CTAS
+848.9%
-592.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.7% |
| 7D | +0.7% | -0.7% | +1.4% | +1.1% |
| 30D | +0.8% | +10.3% | -9.4% | -4.1% |
| 3M | -6.1% | +10.2% | -16.3% | -10.8% |
| 6M | -8.0% | +34.4% | -42.4% | -21.3% |
| YTD | +4.7% | +19.6% | -14.9% | -5.3% |
| 1Y | +7.2% | +21.8% | -14.6% | -4.0% |
| 3Y | +39.2% | +74.1% | -34.9% | +1.9% |
| 5Y | +1.9% | +114.0% | -112.1% | -33.2% |
| 10Y | +256.8% | +813.9% | -557.2% | +38.1% |
| All | +256.8% | +848.9% | -592.1% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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