+1,643.3%
PLD vs FDS
+7,604.2%
-5,960.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +0.4% | +6.4% | -6.0% | -1.7% |
| 30D | -0.1% | +25.2% | -25.3% | -7.8% |
| 3M | -7.9% | +22.9% | -30.9% | -15.1% |
| 6M | -7.0% | +56.5% | -63.5% | -22.7% |
| YTD | +3.1% | +19.0% | -15.9% | -7.4% |
| 1Y | +7.1% | +32.7% | -25.6% | -7.9% |
| 3Y | +32.9% | -20.4% | +53.3% | +35.9% |
| 5Y | +1.5% | -19.6% | +21.1% | +3.3% |
| 10Y | +245.9% | +148.5% | +97.4% | +132.5% |
| All | +1,643.3% | +7,604.2% | -5,960.9% | +603.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling