+15.2%
PLD vs FAST
+100.5%
-85.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.8% |
| 6M | 0.0% | +8.0% | -8.0% | -4.5% |
| YTD | +9.2% | +25.6% | -16.4% | -3.8% |
| 1Y | +25.9% | +0.8% | +25.1% | +23.8% |
| 3Y | +21.3% | +86.1% | -64.8% | -18.7% |
| All | +15.2% | +100.5% | -85.3% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling