+231.7%
PLD vs FDS
+135.4%
+96.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | +0.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -0.3% | +20.2% | -20.5% | -6.9% |
| 3M | -8.0% | +19.9% | -27.9% | -14.8% |
| 6M | -9.8% | +56.2% | -66.0% | -26.3% |
| YTD | +1.8% | +14.6% | -12.8% | -6.8% |
| 1Y | +5.6% | +31.6% | -26.0% | -10.1% |
| 3Y | +33.3% | -23.8% | +57.1% | +45.5% |
| 5Y | +0.3% | -22.6% | +22.8% | +7.4% |
| All | +231.7% | +135.4% | +96.3% | +153.1% |
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