+15.2%
PLD vs FDS
-17.4%
+32.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.2% |
| 7D | -2.4% | -1.9% | -0.5% | -1.9% |
| 30D | -2.4% | +9.0% | -11.4% | -4.9% |
| 3M | -3.8% | +18.9% | -22.6% | -9.1% |
| 6M | 0.0% | +35.1% | -35.1% | -10.7% |
| YTD | +9.2% | +5.5% | +3.7% | +7.5% |
| 1Y | +25.9% | -16.8% | +42.7% | +38.8% |
| 3Y | +21.3% | -28.1% | +49.4% | +41.3% |
| All | +15.2% | -17.4% | +32.6% | +24.6% |
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