+1,747.8%
PLD vs CLF
+242.5%
+1,505.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.1% |
| 7D | -2.4% | +7.6% | -10.0% | -3.9% |
| 30D | -2.4% | -1.2% | -1.2% | -2.5% |
| 3M | -3.8% | -13.4% | +9.6% | -2.3% |
| 6M | 0.0% | +15.4% | -15.4% | -4.9% |
| YTD | +9.2% | -5.9% | +15.1% | +7.1% |
| 1Y | +25.9% | +18.8% | +7.1% | +15.5% |
| 3Y | +21.3% | -19.4% | +40.7% | +13.5% |
| 5Y | +14.1% | -47.7% | +61.9% | +10.8% |
| 10Y | +237.9% | +130.4% | +107.5% | +88.2% |
| All | +1,747.8% | +242.5% | +1,505.3% | +693.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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