+38.3%
PLD vs FERG
+69.1%
-30.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +1.3% | +9.7% | -8.4% | -1.7% |
| 30D | -1.4% | +15.0% | -16.4% | -5.8% |
| 3M | -8.2% | +3.8% | -11.9% | -9.5% |
| 6M | -8.0% | +10.6% | -18.6% | -11.7% |
| YTD | +3.2% | +17.0% | -13.8% | -3.5% |
| 1Y | +7.0% | +7.1% | -0.1% | +3.0% |
| 3Y | +38.3% | +67.7% | -29.5% | +8.1% |
| All | +38.3% | +69.1% | -30.8% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling