-0.7%
PLD vs CRL
-12.1%
+11.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -1.4% | +11.9% | -13.3% | -4.6% |
| 3M | -8.2% | +20.2% | -28.3% | -13.0% |
| 6M | -8.0% | +107.5% | -115.5% | -25.2% |
| YTD | +3.2% | +69.4% | -66.3% | -12.5% |
| 1Y | +7.0% | +99.7% | -92.7% | -13.7% |
| 3Y | +38.3% | +98.8% | -60.5% | +4.4% |
| All | -0.7% | -12.1% | +11.3% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling