+33.3%
PLD vs FAST
+91.8%
-58.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.8% | +2.1% | -2.9% | -1.5% |
| 30D | -0.3% | +6.9% | -7.1% | -2.5% |
| 3M | -8.0% | +4.8% | -12.9% | -9.6% |
| 6M | -9.8% | +19.8% | -29.6% | -15.6% |
| YTD | +1.8% | +34.9% | -33.1% | -9.2% |
| 1Y | +5.6% | +32.8% | -27.2% | -5.3% |
| 3Y | +33.3% | +93.7% | -60.5% | -3.3% |
| All | +33.3% | +91.8% | -58.5% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling