+22.6%
PLD vs CLX
-32.3%
+54.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -2.4% | -9.2% | +6.8% | -0.1% |
| 30D | -2.4% | -11.0% | +8.6% | +0.3% |
| 3M | -3.8% | +5.0% | -8.8% | -5.6% |
| 6M | 0.0% | -18.8% | +18.8% | +5.3% |
| YTD | +9.2% | -4.4% | +13.6% | +9.4% |
| 1Y | +25.9% | -21.9% | +47.8% | +33.6% |
| All | +22.6% | -32.3% | +54.9% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling