+15.2%
PLD vs CTAS
+113.1%
-97.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.4% | -1.8% | -0.6% | -1.4% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | -3.8% | +11.7% | -15.5% | -10.2% |
| 6M | 0.0% | +0.7% | -0.7% | -1.1% |
| YTD | +9.2% | +7.4% | +1.8% | +3.8% |
| 1Y | +25.9% | -2.1% | +28.0% | +26.3% |
| 3Y | +21.3% | +62.9% | -41.6% | -17.4% |
| All | +15.2% | +113.1% | -97.9% | -35.7% |
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