+110.1%
PLD vs CTVA
+131.3%
-21.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.7% |
| 7D | +1.3% | -20.8% | +22.1% | +7.2% |
| 30D | -1.4% | -29.6% | +28.3% | +8.1% |
| 3M | -8.2% | -16.9% | +8.7% | -5.4% |
| 6M | -8.0% | -24.3% | +16.3% | -2.8% |
| YTD | +3.2% | -5.6% | +8.8% | +0.6% |
| 1Y | +7.0% | -4.2% | +11.2% | +3.8% |
| 3Y | +38.3% | +43.3% | -5.0% | +14.8% |
| 5Y | +0.2% | +35.7% | -35.5% | -16.2% |
| All | +110.1% | +131.3% | -21.1% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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