+1,643.3%
PLD vs CLX
+466.2%
+1,177.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.3% |
| 7D | +0.4% | +12.4% | -12.0% | -3.4% |
| 30D | -0.1% | +21.1% | -21.2% | -6.3% |
| 3M | -7.9% | -3.3% | -4.6% | -7.3% |
| 6M | -7.0% | +18.8% | -25.8% | -13.0% |
| YTD | +3.1% | +3.9% | -0.8% | +0.2% |
| 1Y | +7.1% | -3.8% | +10.9% | +6.7% |
| 3Y | +32.9% | -10.5% | +43.4% | +34.0% |
| 5Y | +1.5% | -26.7% | +28.2% | +7.0% |
| 10Y | +245.9% | +19.9% | +226.0% | +197.5% |
| All | +1,643.3% | +466.2% | +1,177.1% | +999.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling