+256.8%
PLD vs FIX
+4,032.2%
-3,775.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.4% | -6.6% | +1.0% |
| 7D | +0.7% | -7.2% | +7.9% | +1.5% |
| 30D | +0.8% | -35.1% | +35.9% | +8.9% |
| 3M | -6.1% | -34.3% | +28.2% | +0.6% |
| 6M | -8.0% | -42.9% | +34.9% | +0.3% |
| YTD | +4.7% | +19.5% | -14.8% | -4.5% |
| 1Y | +7.2% | +16.8% | -9.6% | -2.2% |
| 3Y | +39.2% | +506.7% | -467.5% | -24.8% |
| 5Y | +1.9% | +1,046.7% | -1,044.8% | -55.7% |
| 10Y | +256.8% | +3,800.0% | -3,543.2% | +10.4% |
| All | +256.8% | +4,032.2% | -3,775.4% | +10.4% |
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