+231.7%
PLD vs FIX
+3,608.1%
-3,376.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.7% | -2.3% |
| 7D | -0.8% | -17.5% | +16.7% | +2.4% |
| 30D | -0.3% | -41.6% | +41.3% | +9.9% |
| 3M | -8.0% | -40.6% | +32.6% | +0.6% |
| 6M | -9.8% | -49.4% | +39.6% | +0.8% |
| YTD | +1.8% | +9.2% | -7.4% | -5.4% |
| 1Y | +5.6% | +6.5% | -0.9% | -1.7% |
| 3Y | +33.3% | +448.7% | -415.5% | -26.1% |
| 5Y | +0.3% | +948.7% | -948.4% | -55.2% |
| All | +231.7% | +3,608.1% | -3,376.5% | +12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling