+34.9%
PLD vs FICO
-24.0%
+58.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -0.1% | +1.7% | -1.8% | -0.5% |
| 3M | -7.9% | -35.2% | +27.2% | -4.5% |
| 6M | -7.0% | -33.7% | +26.7% | -4.6% |
| YTD | +3.1% | -58.2% | +61.2% | +12.7% |
| 1Y | +7.1% | -56.6% | +63.7% | +16.2% |
| All | +34.9% | -24.0% | +58.9% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling