-83.2%
FIG vs PLD
+24.6%
-107.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +3.4% | +1.3% | +2.1% | +3.4% |
| 30D | -9.5% | -1.4% | -8.1% | -9.5% |
| 3M | -26.2% | -8.2% | -18.0% | -26.5% |
| 6M | +2.7% | -8.0% | +10.7% | +1.6% |
| YTD | -48.0% | +3.2% | -51.1% | -48.9% |
| 1Y | -52.0% | +7.0% | -59.1% | -53.3% |
| All | -83.2% | +24.6% | -107.7% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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