+460.8%
PLD vs FANG
+1,273.9%
-813.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +1.3% | +4.0% | -2.7% | +0.9% |
| 30D | -1.4% | -5.8% | +4.4% | -0.8% |
| 3M | -8.2% | -6.7% | -1.5% | -7.6% |
| 6M | -8.0% | -6.4% | -1.6% | -7.7% |
| YTD | +3.2% | +25.9% | -22.8% | -0.5% |
| 1Y | +7.0% | +31.1% | -24.1% | +2.7% |
| 3Y | +38.3% | +31.3% | +6.9% | +31.6% |
| 5Y | +0.2% | +108.3% | -108.1% | -10.4% |
| 10Y | +268.3% | +156.4% | +111.9% | +188.7% |
| All | +460.8% | +1,273.9% | -813.1% | +251.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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