+235.8%
PLD vs FIX
+3,416.6%
-3,180.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.6% | +9.4% | +0.1% |
| 7D | +0.4% | -27.2% | +27.7% | +6.3% |
| 30D | -0.1% | -46.9% | +46.8% | +12.3% |
| 3M | -7.9% | -44.4% | +36.5% | +2.0% |
| 6M | -7.0% | -50.9% | +43.9% | +4.6% |
| YTD | +3.1% | +3.5% | -0.5% | -3.1% |
| 1Y | +7.1% | -2.1% | +9.2% | +1.4% |
| 3Y | +32.9% | +418.7% | -385.9% | -25.4% |
| 5Y | +1.5% | +894.6% | -893.0% | -54.2% |
| All | +235.8% | +3,416.6% | -3,180.8% | +15.5% |
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