+1,358.0%
PLD vs CRL
+1,630.9%
-272.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.1% | -3.7% |
| 7D | -0.8% | -6.1% | +5.3% | +0.7% |
| 30D | -0.3% | +12.4% | -12.7% | -4.6% |
| 3M | -8.0% | +27.1% | -35.2% | -15.7% |
| 6M | -9.8% | +85.7% | -95.5% | -27.7% |
| YTD | +1.8% | +69.2% | -67.4% | -17.3% |
| 1Y | +5.6% | +97.5% | -91.9% | -18.6% |
| 3Y | +33.3% | +86.1% | -52.8% | -1.7% |
| 5Y | +0.3% | -10.0% | +10.3% | -8.3% |
| 10Y | +241.6% | +395.0% | -153.4% | +69.2% |
| All | +1,358.0% | +1,630.9% | -272.9% | +443.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling