+1,747.8%
PLD vs CTAS
+4,062.3%
-2,314.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.4% | -1.8% | -0.6% | -1.6% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | -3.8% | +11.7% | -15.5% | -8.5% |
| 6M | 0.0% | +0.7% | -0.7% | -0.9% |
| YTD | +9.2% | +7.4% | +1.8% | +5.3% |
| 1Y | +25.9% | -2.1% | +28.0% | +26.0% |
| 3Y | +21.3% | +62.9% | -41.6% | -3.3% |
| 5Y | +14.1% | +111.9% | -97.8% | -18.5% |
| 10Y | +237.9% | +652.2% | -414.3% | +38.5% |
| All | +1,747.8% | +4,062.3% | -2,314.5% | +306.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling