+1.2%
PLD vs CTAS
+118.7%
-117.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.5% |
| 7D | -1.0% | -0.8% | -0.2% | -0.6% |
| 30D | -1.8% | +10.7% | -12.6% | -7.5% |
| 3M | -6.0% | +11.0% | -17.0% | -11.7% |
| 6M | -8.4% | +38.7% | -47.1% | -24.8% |
| YTD | +4.2% | +21.8% | -17.5% | -7.9% |
| 1Y | +6.2% | +23.6% | -17.4% | -7.1% |
| 3Y | +37.0% | +74.9% | -38.0% | -10.4% |
| 5Y | +1.2% | +119.5% | -118.3% | -46.4% |
| All | +1.2% | +118.7% | -117.6% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling