+256.8%
PLD vs FIS
-54.6%
+311.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.3% |
| 7D | +0.7% | -29.4% | +30.1% | +11.4% |
| 30D | +0.8% | -16.7% | +17.6% | +4.9% |
| 3M | -6.1% | -33.0% | +26.9% | +5.2% |
| 6M | -8.0% | -33.3% | +25.3% | +2.6% |
| YTD | +4.7% | -56.0% | +60.7% | +35.4% |
| 1Y | +7.2% | -54.6% | +61.8% | +36.8% |
| 3Y | +39.2% | -40.6% | +79.9% | +55.9% |
| 5Y | +1.9% | -71.9% | +73.8% | +50.8% |
| 10Y | +256.8% | -55.3% | +312.1% | +356.1% |
| All | +256.8% | -54.6% | +311.4% | +356.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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