+267.4%
PLD vs CVE
+132.7%
+134.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.8% | -10.0% | +10.8% | +2.1% |
| 30D | +0.5% | -11.9% | +12.3% | +1.9% |
| 3M | -5.5% | -5.9% | +0.5% | -5.0% |
| 6M | -8.3% | -1.6% | -6.8% | -8.7% |
| YTD | +4.3% | +66.3% | -62.0% | -3.5% |
| 1Y | +7.4% | +57.5% | -50.1% | 0.0% |
| 3Y | +37.1% | +65.4% | -28.4% | +25.0% |
| 5Y | +1.3% | +144.2% | -142.8% | -13.3% |
| 10Y | +267.4% | +135.5% | +131.9% | +175.5% |
| All | +267.4% | +132.7% | +134.7% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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