+25.9%
PLD vs FIX
+128.3%
-102.3%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -2.4% | +6.0% | -8.4% | -2.6% |
| 30D | -2.4% | -7.2% | +4.8% | -2.2% |
| 3M | -3.8% | -15.9% | +12.1% | -3.3% |
| 6M | 0.0% | +12.7% | -12.7% | -2.1% |
| YTD | +9.2% | +72.8% | -63.6% | +6.0% |
| 1Y | +25.9% | +122.9% | -97.0% | +20.8% |
| All | +25.9% | +128.3% | -102.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling