+122.5%
PLD vs CTVA
+223.3%
-100.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | -2.4% | +4.9% | -7.3% | -4.0% |
| 30D | -2.4% | +11.9% | -14.3% | -6.1% |
| 3M | -3.8% | +13.7% | -17.5% | -8.4% |
| 6M | 0.0% | +13.1% | -13.1% | -4.9% |
| YTD | +9.2% | +32.0% | -22.7% | -1.7% |
| 1Y | +25.9% | +22.1% | +3.8% | +15.9% |
| 3Y | +21.3% | +77.5% | -56.2% | -3.4% |
| 5Y | +14.1% | +106.3% | -92.2% | -14.6% |
| All | +122.5% | +223.3% | -100.8% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling