+24.4%
PLD vs CLSK
+196.3%
-171.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | +0.5% |
| 7D | -0.9% | +21.9% | -22.7% | -2.0% |
| 30D | -1.2% | +9.6% | -10.8% | -1.9% |
| 3M | -2.3% | -18.4% | +16.1% | -1.8% |
| 6M | +4.5% | +46.4% | -41.9% | +1.2% |
| YTD | +10.1% | +33.2% | -23.1% | +6.6% |
| 1Y | +25.9% | +47.0% | -21.1% | +20.0% |
| 3Y | +24.4% | +206.4% | -181.9% | -1.4% |
| All | +24.4% | +196.3% | -171.8% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling