+2.9%
PLD vs FICO
+81.8%
-78.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.3% |
| 7D | +4.9% | +0.4% | +4.5% | +4.8% |
| 30D | +2.6% | +1.7% | +0.9% | +1.8% |
| 3M | -4.8% | -33.0% | +28.3% | +0.5% |
| 6M | -3.9% | -33.9% | +30.0% | +0.3% |
| YTD | +5.3% | -58.5% | +63.8% | +21.2% |
| 1Y | +9.3% | -56.4% | +65.6% | +23.9% |
| 3Y | +35.8% | -24.7% | +60.4% | +23.1% |
| 5Y | +2.9% | +83.1% | -80.2% | -32.6% |
| All | +2.9% | +81.8% | -78.9% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling