+39.7%
PLD vs FIS
-37.3%
+77.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.8% | -1.1% |
| 7D | -1.0% | +1.5% | -2.5% | -1.3% |
| 30D | -1.8% | -11.8% | +10.0% | -1.4% |
| 3M | -6.0% | -28.5% | +22.5% | -1.1% |
| 6M | -8.4% | -27.0% | +18.7% | -4.5% |
| YTD | +4.2% | -53.1% | +57.3% | +23.6% |
| 1Y | +6.2% | -52.8% | +59.0% | +25.6% |
| All | +39.7% | -37.3% | +77.1% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling