+271.4%
PLD vs CLSK
-60.8%
+332.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | +0.9% |
| 7D | -1.2% | +7.7% | -8.9% | -1.3% |
| 30D | -3.5% | +12.2% | -15.8% | -3.7% |
| 3M | -7.1% | -15.5% | +8.4% | -7.0% |
| 6M | +2.6% | +39.3% | -36.8% | +1.9% |
| YTD | +8.0% | +35.1% | -27.1% | +7.2% |
| 1Y | +22.1% | +34.0% | -12.0% | +20.9% |
| 3Y | +22.3% | +226.3% | -204.0% | +18.8% |
| 5Y | +17.3% | +6.4% | +11.0% | +13.8% |
| All | +271.4% | -60.8% | +332.2% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 10y: compounded portfolio wealth divided by compounded CLSK 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…
10y analysis · Full analysis span regression · 6 months rolling