+256.8%
PLD vs FLEX
+659.4%
-402.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.0% | -9.2% | +0.6% |
| 7D | +0.7% | -7.2% | +7.9% | +1.5% |
| 30D | +0.8% | -34.8% | +35.6% | +8.0% |
| 3M | -6.1% | -35.6% | +29.5% | +0.4% |
| 6M | -8.0% | -45.0% | +37.0% | -0.2% |
| YTD | +4.7% | +29.4% | -24.7% | -8.3% |
| 1Y | +7.2% | +24.8% | -17.6% | -5.7% |
| 3Y | +39.2% | +304.4% | -265.2% | -10.8% |
| 5Y | +1.9% | +484.1% | -482.2% | -41.0% |
| 10Y | +256.8% | +640.4% | -383.6% | +75.5% |
| All | +256.8% | +659.4% | -402.6% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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