+1,621.7%
PLD vs CTAS
+4,516.8%
-2,895.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | -0.8% | +1.2% | -2.0% | -1.3% |
| 30D | -0.3% | +12.8% | -13.0% | -5.3% |
| 3M | -8.0% | +10.3% | -18.3% | -12.0% |
| 6M | -9.8% | +32.0% | -41.8% | -20.4% |
| YTD | +1.8% | +19.1% | -17.4% | -6.3% |
| 1Y | +5.6% | +21.5% | -15.9% | -3.7% |
| 3Y | +33.3% | +76.0% | -42.8% | +2.6% |
| 5Y | +0.3% | +110.9% | -110.6% | -28.4% |
| 10Y | +241.6% | +849.8% | -608.2% | +26.9% |
| All | +1,621.7% | +4,516.8% | -2,895.1% | +261.3% |
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