+1.3%
PLD vs FDS
-22.8%
+24.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.8% | -2.0% | +2.8% | +1.3% |
| 30D | +0.5% | +13.5% | -13.0% | -3.0% |
| 3M | -5.5% | +15.2% | -20.7% | -9.6% |
| 6M | -8.3% | +47.0% | -55.4% | -19.7% |
| YTD | +4.3% | +13.9% | -9.6% | +0.2% |
| 1Y | +7.4% | +25.2% | -17.7% | -2.1% |
| 3Y | +37.1% | -25.3% | +62.4% | +60.4% |
| 5Y | +1.3% | -23.3% | +24.6% | +13.5% |
| All | +1.3% | -22.8% | +24.1% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling