+498.8%
PLD vs FANG
+1,373.6%
-874.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.9% | -1.7% | +0.9% | -0.7% |
| 30D | -1.2% | +6.8% | -8.0% | -2.0% |
| 3M | -2.3% | +1.3% | -3.6% | -2.6% |
| 6M | +4.5% | +11.8% | -7.3% | +2.6% |
| YTD | +10.1% | +35.1% | -24.9% | +5.6% |
| 1Y | +25.9% | +48.9% | -23.0% | +19.1% |
| 3Y | +24.4% | +42.8% | -18.4% | +17.4% |
| 5Y | +15.5% | +230.3% | -214.8% | -1.8% |
| 10Y | +240.3% | +167.0% | +73.3% | +165.4% |
| All | +498.8% | +1,373.6% | -874.8% | +272.8% |
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