+240.3%
PLD vs FERG
+358.9%
-118.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.0% |
| 7D | -0.9% | +3.4% | -4.2% | -1.5% |
| 30D | -1.2% | -11.5% | +10.3% | +1.0% |
| 3M | -2.3% | +1.3% | -3.6% | -2.9% |
| 6M | +4.5% | -1.0% | +5.5% | +4.2% |
| YTD | +10.1% | +3.2% | +6.9% | +8.9% |
| 1Y | +25.9% | -3.0% | +28.9% | +25.6% |
| 3Y | +24.4% | +55.0% | -30.6% | +14.1% |
| 5Y | +15.5% | +72.6% | -57.2% | +2.8% |
| 10Y | +240.3% | +358.9% | -118.6% | +203.2% |
| All | +240.3% | +358.9% | -118.6% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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