+1,747.8%
PLD vs CL
+868.8%
+879.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.1% |
| 7D | -2.4% | -2.2% | -0.2% | -1.4% |
| 30D | -2.4% | -4.8% | +2.4% | -0.3% |
| 3M | -3.8% | +4.9% | -8.7% | -6.2% |
| 6M | 0.0% | -5.7% | +5.7% | +2.2% |
| YTD | +9.2% | +14.4% | -5.1% | +1.8% |
| 1Y | +25.9% | +8.7% | +17.2% | +19.8% |
| 3Y | +21.3% | +30.0% | -8.7% | +4.8% |
| 5Y | +14.1% | +28.4% | -14.2% | -1.1% |
| 10Y | +237.9% | +50.1% | +187.8% | +172.2% |
| All | +1,747.8% | +868.8% | +879.0% | +861.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling