+1.5%
PLD vs CVE
+148.3%
-146.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.7% |
| 7D | +0.4% | -14.1% | +14.5% | +2.6% |
| 30D | -0.1% | -11.6% | +11.5% | +1.6% |
| 3M | -7.9% | 0.0% | -8.0% | -8.3% |
| 6M | -7.0% | -8.4% | +1.4% | -6.4% |
| YTD | +3.1% | +65.9% | -62.9% | -7.3% |
| 1Y | +7.1% | +69.4% | -62.3% | -4.1% |
| 3Y | +32.9% | +55.9% | -23.0% | +17.2% |
| 5Y | +1.5% | +146.2% | -144.6% | -15.5% |
| All | +1.5% | +148.3% | -146.8% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling