+236.9%
PLD vs FDS
+84.7%
+152.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.6% |
| 7D | -2.4% | -1.9% | -0.5% | -1.7% |
| 30D | -2.4% | +9.0% | -11.4% | -5.8% |
| 3M | -3.8% | +18.9% | -22.6% | -11.0% |
| 6M | 0.0% | +35.1% | -35.1% | -13.8% |
| YTD | +9.2% | +5.5% | +3.7% | +3.8% |
| 1Y | +25.9% | -16.8% | +42.7% | +32.8% |
| 3Y | +21.3% | -28.1% | +49.4% | +35.5% |
| 5Y | +14.1% | -17.4% | +31.5% | +18.1% |
| All | +236.9% | +84.7% | +152.3% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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