+832.0%
PLD vs CVE
+89.9%
+742.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -2.4% | +2.5% | -4.9% | -2.8% |
| 30D | -2.4% | +16.7% | -19.2% | -5.2% |
| 3M | -3.8% | +9.3% | -13.1% | -5.7% |
| 6M | 0.0% | +43.6% | -43.6% | -7.2% |
| YTD | +9.2% | +93.6% | -84.4% | -4.4% |
| 1Y | +25.9% | +98.8% | -72.8% | +9.3% |
| 3Y | +21.3% | +73.6% | -52.3% | +6.1% |
| 5Y | +14.1% | +312.5% | -298.3% | -17.9% |
| 10Y | +237.9% | +161.0% | +76.8% | +131.7% |
| All | +832.0% | +89.9% | +742.1% | +571.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling