+39.7%
PLD vs FGI
+5.7%
+34.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -5.9% | -0.1% |
| 7D | -1.0% | +6.9% | -7.9% | -1.1% |
| 30D | -1.8% | +3.9% | -5.8% | -1.9% |
| 3M | -6.0% | +74.3% | -80.3% | -6.8% |
| 6M | -8.4% | +28.9% | -37.3% | -9.0% |
| YTD | +4.2% | +39.1% | -34.9% | +3.0% |
| 1Y | +6.2% | +49.3% | -43.1% | +4.8% |
| All | +39.7% | +5.7% | +34.0% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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