+258.8%
PLD vs CLSK
-81.2%
+340.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | -0.3% |
| 7D | +0.8% | -19.4% | +20.2% | +1.0% |
| 30D | +0.5% | -37.4% | +37.9% | +1.0% |
| 3M | -5.5% | -43.3% | +37.8% | -4.9% |
| 6M | -8.3% | -53.7% | +45.4% | -7.6% |
| YTD | +4.3% | -35.1% | +39.4% | +4.4% |
| 1Y | +7.4% | -56.3% | +63.7% | +8.0% |
| 3Y | +37.1% | +75.7% | -38.6% | +34.2% |
| 5Y | +1.3% | -67.7% | +69.0% | -0.7% |
| All | +258.8% | -81.2% | +340.0% | +247.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling