+124.4%
PLD vs CTVA
+216.1%
-91.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.6% |
| 7D | -0.9% | -2.1% | +1.2% | -0.2% |
| 30D | -1.2% | +12.0% | -13.2% | -5.0% |
| 3M | -2.3% | +13.5% | -15.8% | -7.0% |
| 6M | +4.5% | +12.1% | -7.6% | -0.4% |
| YTD | +10.1% | +29.0% | -18.9% | -0.1% |
| 1Y | +25.9% | +18.9% | +7.0% | +16.9% |
| 3Y | +24.4% | +78.9% | -54.5% | -1.2% |
| 5Y | +15.5% | +105.2% | -89.8% | -13.5% |
| All | +124.4% | +216.1% | -91.7% | +30.3% |
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