+515.1%
PLD vs FIVE
+867.4%
-352.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.7% | -4.9% | +0.5% |
| 7D | +4.9% | +7.5% | -2.6% | +3.5% |
| 30D | +2.6% | +16.7% | -14.1% | -0.5% |
| 3M | -4.8% | +13.4% | -18.1% | -7.3% |
| 6M | -3.9% | +9.0% | -12.9% | -6.3% |
| YTD | +5.3% | +33.8% | -28.5% | -1.6% |
| 1Y | +9.3% | +61.2% | -51.9% | -1.6% |
| 3Y | +35.8% | +42.1% | -6.3% | +18.9% |
| 5Y | +2.9% | +21.4% | -18.5% | -9.7% |
| 10Y | +253.4% | +609.1% | -355.6% | +128.2% |
| All | +515.1% | +867.4% | -352.3% | +288.0% |
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