+16.2%
PLD vs CTVA
+102.0%
-85.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.8% | -4.7% | +1.8% | -1.5% |
| 30D | -3.6% | +11.1% | -14.7% | -6.8% |
| 3M | -7.1% | +13.7% | -20.8% | -11.4% |
| 6M | +0.2% | +11.2% | -11.0% | -4.1% |
| YTD | +6.9% | +26.9% | -20.0% | -2.3% |
| 1Y | +25.0% | +18.8% | +6.2% | +16.4% |
| 3Y | +20.8% | +75.9% | -55.2% | -3.0% |
| 5Y | +16.2% | +105.2% | -89.0% | -6.1% |
| All | +16.2% | +102.0% | -85.8% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling