+5.6%
PLD vs CRL
+101.2%
-95.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.1% | -1.5% |
| 7D | -0.8% | -6.1% | +5.3% | -0.6% |
| 30D | -0.3% | +12.4% | -12.7% | -1.0% |
| 3M | -8.0% | +27.1% | -35.2% | -9.3% |
| 6M | -9.8% | +85.7% | -95.5% | -12.9% |
| YTD | +1.8% | +69.2% | -67.4% | -3.6% |
| 1Y | +5.6% | +97.5% | -91.9% | -2.5% |
| All | +5.6% | +101.2% | -95.6% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling