-0.7%
PLD vs CL
+39.7%
-40.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.4% |
| 7D | -0.8% | +1.3% | -2.1% | -1.3% |
| 30D | -0.3% | +11.4% | -11.6% | -4.5% |
| 3M | -8.0% | +4.4% | -12.4% | -9.8% |
| 6M | -9.8% | +10.8% | -20.6% | -13.9% |
| YTD | +1.8% | +25.1% | -23.3% | -8.2% |
| 1Y | +5.6% | +28.0% | -22.4% | -5.8% |
| 3Y | +33.3% | +37.6% | -4.4% | +9.7% |
| All | -0.7% | +39.7% | -40.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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