+267.4%
PLD vs CLX
+26.5%
+240.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.6% |
| 7D | +0.8% | +13.6% | -12.9% | -2.8% |
| 30D | +0.5% | +29.1% | -28.6% | -6.7% |
| 3M | -5.5% | +1.6% | -7.1% | -6.2% |
| 6M | -8.3% | +18.7% | -27.1% | -13.5% |
| YTD | +4.3% | +11.1% | -6.8% | -0.1% |
| 1Y | +7.4% | +7.0% | +0.4% | +4.0% |
| 3Y | +37.1% | -10.0% | +47.1% | +38.4% |
| 5Y | +1.3% | -22.6% | +24.0% | +4.8% |
| 10Y | +267.4% | +29.3% | +238.1% | +189.1% |
| All | +267.4% | +26.5% | +240.9% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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