+267.4%
PLD vs FE
+110.9%
+156.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | +0.8% | -0.5% | +1.3% | +1.1% |
| 30D | +0.5% | +4.3% | -3.8% | -1.7% |
| 3M | -5.5% | +0.4% | -5.9% | -5.8% |
| 6M | -8.3% | +6.9% | -15.3% | -11.6% |
| YTD | +4.3% | +8.0% | -3.7% | -0.2% |
| 1Y | +7.4% | +4.8% | +2.6% | +4.3% |
| 3Y | +37.1% | +49.0% | -11.9% | +9.6% |
| 5Y | +1.3% | +46.2% | -44.9% | -18.2% |
| 10Y | +267.4% | +120.9% | +146.5% | +155.6% |
| All | +267.4% | +110.9% | +156.5% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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