+1.5%
PLD vs FFIV
+39.3%
-37.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.3% | -0.7% |
| 7D | +0.4% | -14.2% | +14.6% | +4.5% |
| 30D | -0.1% | -33.6% | +33.5% | +10.7% |
| 3M | -7.9% | -24.2% | +16.3% | -2.3% |
| 6M | -7.0% | -8.3% | +1.3% | -7.9% |
| YTD | +3.1% | +22.1% | -19.1% | -8.8% |
| 1Y | +7.1% | +26.5% | -19.4% | -6.6% |
| 3Y | +32.9% | +102.3% | -69.4% | -9.3% |
| 5Y | +1.5% | +40.6% | -39.1% | -25.2% |
| All | +1.5% | +39.3% | -37.8% | -25.2% |
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