+234.3%
PLD vs FIS
-37.3%
+271.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -2.4% | +1.1% | -3.5% | -2.8% |
| 30D | -2.4% | -2.2% | -0.2% | -1.8% |
| 3M | -3.8% | +2.1% | -5.9% | -5.1% |
| 6M | 0.0% | -14.7% | +14.7% | +4.6% |
| YTD | +9.2% | -35.7% | +44.9% | +26.8% |
| 1Y | +25.9% | -37.1% | +63.0% | +47.1% |
| 3Y | +21.3% | -20.0% | +41.3% | +26.0% |
| 5Y | +14.1% | -62.1% | +76.3% | +57.2% |
| All | +234.3% | -37.3% | +271.6% | +296.2% |
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