+1,643.3%
PLD vs FAST
+5,102.4%
-3,459.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -1.9% |
| 7D | +0.4% | +0.7% | -0.3% | +0.1% |
| 30D | -0.1% | +4.6% | -4.7% | -2.0% |
| 3M | -7.9% | +6.4% | -14.3% | -10.4% |
| 6M | -7.0% | +20.6% | -27.6% | -14.2% |
| YTD | +3.1% | +34.7% | -31.6% | -9.7% |
| 1Y | +7.1% | +29.7% | -22.6% | -4.8% |
| 3Y | +32.9% | +89.9% | -57.0% | -0.8% |
| 5Y | +1.5% | +105.0% | -103.4% | -26.9% |
| 10Y | +245.9% | +594.2% | -348.3% | +45.8% |
| All | +1,643.3% | +5,102.4% | -3,459.1% | +382.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling