+37.9%
PLD vs CVE
+59.0%
-21.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.6% | +9.4% | +2.9% |
| 7D | +4.9% | -12.1% | +17.0% | +6.8% |
| 30D | +2.6% | -9.8% | +12.3% | +3.9% |
| 3M | -4.8% | -0.7% | -4.1% | -5.1% |
| 6M | -3.9% | -4.3% | +0.4% | -4.0% |
| YTD | +5.3% | +70.6% | -65.3% | -7.6% |
| 1Y | +9.3% | +73.2% | -63.9% | -4.6% |
| All | +37.9% | +59.0% | -21.1% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling