+1,747.8%
PLD vs FDX
+1,456.1%
+291.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.5% |
| 7D | -2.4% | -2.5% | +0.1% | -1.2% |
| 30D | -2.4% | +3.8% | -6.2% | -4.2% |
| 3M | -3.8% | -1.3% | -2.5% | -3.7% |
| 6M | 0.0% | +5.0% | -5.0% | -3.2% |
| YTD | +9.2% | +39.6% | -30.4% | -7.5% |
| 1Y | +25.9% | +81.1% | -55.2% | -5.6% |
| 3Y | +21.3% | +63.0% | -41.7% | -7.7% |
| 5Y | +14.1% | +65.6% | -51.5% | -17.9% |
| 10Y | +237.9% | +183.4% | +54.5% | +66.1% |
| All | +1,747.8% | +1,456.1% | +291.7% | +479.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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