+234.3%
PLD vs FITB
+293.2%
-59.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -2.4% | -4.7% | +2.3% | -1.0% |
| 3M | -3.8% | +6.7% | -10.5% | -5.9% |
| 6M | 0.0% | +12.6% | -12.5% | -4.0% |
| YTD | +9.2% | +19.1% | -9.9% | +2.7% |
| 1Y | +25.9% | +22.6% | +3.3% | +17.0% |
| 3Y | +21.3% | +127.1% | -105.8% | -7.5% |
| 5Y | +14.1% | +71.8% | -57.7% | -7.9% |
| All | +234.3% | +293.2% | -59.0% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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