+23.8%
PLD vs FIVE
+50.0%
-26.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.5% |
| 7D | -2.4% | +4.3% | -6.7% | -3.1% |
| 30D | -2.4% | +12.5% | -14.9% | -4.3% |
| 3M | -3.8% | +31.2% | -35.0% | -8.1% |
| 6M | 0.0% | +14.4% | -14.3% | -2.8% |
| YTD | +9.2% | +33.9% | -24.7% | +3.3% |
| 1Y | +25.9% | +65.1% | -39.1% | +14.7% |
| All | +23.8% | +50.0% | -26.2% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling