-9.8%
PLD vs CTVA
-3.1%
-6.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.2% |
| 7D | -0.8% | +2.2% | -3.0% | -0.8% |
| 30D | -0.3% | -17.6% | +17.4% | -0.2% |
| 3M | -8.0% | +3.4% | -11.4% | -8.5% |
| 6M | -9.8% | -2.6% | -7.2% | -9.0% |
| All | -9.8% | -3.1% | -6.7% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling