+257.2%
PLD vs FIVE
+504.2%
-246.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +1.3% | +2.7% | -1.3% | +0.8% |
| 30D | -1.4% | +12.7% | -14.0% | -3.9% |
| 3M | -8.2% | +2.1% | -10.2% | -8.9% |
| 6M | -8.0% | +17.5% | -25.5% | -12.0% |
| YTD | +3.2% | +31.0% | -27.8% | -4.2% |
| 1Y | +7.0% | +67.7% | -60.7% | -5.9% |
| 3Y | +38.3% | +43.4% | -5.1% | +18.7% |
| 5Y | +0.2% | +18.1% | -17.9% | -13.2% |
| All | +257.2% | +504.2% | -246.9% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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