+236.9%
PLD vs FICO
+605.7%
-368.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +16.0% | +3.9% |
| 7D | -2.4% | -19.2% | +16.8% | +3.1% |
| 30D | -2.4% | -14.6% | +12.2% | +1.2% |
| 3M | -3.8% | -20.1% | +16.3% | +0.4% |
| 6M | 0.0% | -36.3% | +36.3% | +10.0% |
| YTD | +9.2% | -44.9% | +54.1% | +25.0% |
| 1Y | +25.9% | -38.6% | +64.5% | +37.1% |
| 3Y | +21.3% | +4.0% | +17.3% | +3.2% |
| 5Y | +14.1% | +99.5% | -85.4% | -27.3% |
| All | +236.9% | +605.7% | -368.8% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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