+1,681.4%
PLD vs FIX
+7,977.8%
-6,296.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -15.1% | +16.8% | +5.2% |
| 7D | +4.9% | -18.9% | +23.8% | +9.3% |
| 30D | +2.6% | -36.3% | +38.9% | +12.3% |
| 3M | -4.8% | -38.5% | +33.7% | +4.7% |
| 6M | -3.9% | -42.3% | +38.4% | +5.7% |
| YTD | +5.3% | +17.1% | -11.8% | -3.0% |
| 1Y | +9.3% | +14.4% | -5.1% | +0.7% |
| 3Y | +35.8% | +486.7% | -450.9% | -21.4% |
| 5Y | +2.9% | +1,083.7% | -1,080.8% | -50.7% |
| 10Y | +253.4% | +3,932.4% | -3,679.0% | +17.7% |
| All | +1,681.4% | +7,977.8% | -6,296.4% | +320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling