+236.9%
PLD vs FAST
+492.5%
-255.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -2.4% | -0.8% | -1.6% | -2.2% |
| 3M | -3.8% | +5.8% | -9.5% | -6.5% |
| 6M | 0.0% | +8.0% | -8.0% | -4.0% |
| YTD | +9.2% | +25.6% | -16.4% | -2.3% |
| 1Y | +25.9% | +0.8% | +25.1% | +23.7% |
| 3Y | +21.3% | +86.1% | -64.8% | -11.7% |
| 5Y | +14.1% | +100.2% | -86.1% | -20.2% |
| All | +236.9% | +492.5% | -255.6% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling