+1,747.8%
PLD vs FIX
+11,819.6%
-10,071.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.2% |
| 7D | -2.4% | +6.0% | -8.4% | -3.7% |
| 30D | -2.4% | -7.2% | +4.8% | -1.0% |
| 3M | -3.8% | -15.9% | +12.1% | -1.4% |
| 6M | 0.0% | +12.7% | -12.7% | -5.0% |
| YTD | +9.2% | +72.8% | -63.6% | -6.7% |
| 1Y | +25.9% | +122.9% | -97.0% | 0.0% |
| 3Y | +21.3% | +774.3% | -753.0% | -35.3% |
| 5Y | +14.1% | +2,049.5% | -2,035.3% | -51.9% |
| 10Y | +237.9% | +5,821.5% | -5,583.6% | +4.1% |
| All | +1,747.8% | +11,819.6% | -10,071.8% | +304.5% |
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 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