+1.2%
PLD vs CRL
-12.2%
+13.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -1.0% | +5.0% | -6.0% | -2.3% |
| 30D | -1.8% | +13.5% | -15.4% | -5.4% |
| 3M | -6.0% | +21.5% | -27.6% | -11.2% |
| 6M | -8.4% | +103.4% | -111.8% | -25.0% |
| YTD | +4.2% | +71.8% | -67.5% | -11.9% |
| 1Y | +6.2% | +97.5% | -91.3% | -14.0% |
| 3Y | +37.0% | +99.2% | -62.3% | +3.5% |
| 5Y | +1.2% | -12.1% | +13.3% | -2.9% |
| All | +1.2% | -12.2% | +13.4% | -2.9% |
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