+15.2%
PLD vs FIVE
+31.2%
-16.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.7% |
| 7D | -2.4% | +4.3% | -6.7% | -3.2% |
| 30D | -2.4% | +12.5% | -14.9% | -4.8% |
| 3M | -3.8% | +31.2% | -35.0% | -9.1% |
| 6M | 0.0% | +14.4% | -14.3% | -3.5% |
| YTD | +9.2% | +33.9% | -24.7% | +1.9% |
| 1Y | +25.9% | +65.1% | -39.1% | +12.1% |
| 3Y | +21.3% | +49.0% | -27.7% | +5.2% |
| All | +15.2% | +31.2% | -16.0% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling