+502.0%
PLD vs FIVE
+826.1%
-324.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.1% | -1.3% |
| 7D | +0.4% | -1.7% | +2.1% | +0.7% |
| 30D | -0.1% | +14.9% | -15.0% | -2.8% |
| 3M | -7.9% | +7.6% | -15.6% | -9.5% |
| 6M | -7.0% | +6.4% | -13.4% | -8.9% |
| YTD | +3.1% | +28.1% | -25.0% | -2.9% |
| 1Y | +7.1% | +54.7% | -47.6% | -2.8% |
| 3Y | +32.9% | +36.1% | -3.2% | +17.3% |
| 5Y | +1.5% | +14.9% | -13.3% | -10.1% |
| 10Y | +245.9% | +578.8% | -333.0% | +125.2% |
| All | +502.0% | +826.1% | -324.2% | +282.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling