+236.9%
PLD vs FE
+115.1%
+121.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.4% |
| 7D | -2.4% | +1.9% | -4.3% | -3.3% |
| 30D | -2.4% | -1.2% | -1.3% | -1.9% |
| 3M | -3.8% | +3.5% | -7.3% | -5.6% |
| 6M | 0.0% | -6.1% | +6.1% | +3.0% |
| YTD | +9.2% | +7.6% | +1.6% | +4.7% |
| 1Y | +25.9% | +11.9% | +14.0% | +18.2% |
| 3Y | +21.3% | +48.4% | -27.1% | -3.1% |
| 5Y | +14.1% | +44.8% | -30.7% | -7.8% |
| All | +236.9% | +115.1% | +121.8% | +130.9% |
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