+33.3%
PLD vs FITB
+123.2%
-89.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.9% |
| 7D | -0.8% | -1.5% | +0.7% | -0.1% |
| 30D | -0.3% | +5.8% | -6.1% | -2.9% |
| 3M | -8.0% | -6.1% | -1.9% | -5.5% |
| 6M | -9.8% | +5.9% | -15.7% | -12.7% |
| YTD | +1.8% | +16.1% | -14.3% | -6.6% |
| 1Y | +5.6% | +28.8% | -23.2% | -8.3% |
| 3Y | +33.3% | +126.0% | -92.8% | -18.1% |
| All | +33.3% | +123.2% | -89.9% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling