+1.9%
PLD vs FFIV
+42.4%
-40.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +2.2% |
| 7D | +0.7% | -2.1% | +2.8% | +1.2% |
| 30D | +0.8% | -33.8% | +34.6% | +11.9% |
| 3M | -6.1% | -20.6% | +14.5% | -1.7% |
| 6M | -8.0% | -10.2% | +2.2% | -8.2% |
| YTD | +4.7% | +24.5% | -19.8% | -7.9% |
| 1Y | +7.2% | +29.3% | -22.1% | -7.1% |
| 3Y | +39.2% | +103.8% | -64.6% | -4.9% |
| 5Y | +1.9% | +40.9% | -39.0% | -24.7% |
| All | +1.9% | +42.4% | -40.5% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 5y: compounded portfolio wealth divided by compounded FFIV 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…
5y analysis · Full analysis span regression · 6 months rolling