+272.2%
PLD vs FLEX
+658.8%
-386.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.8% | -0.7% |
| 7D | -1.0% | +2.2% | -3.3% | -1.7% |
| 30D | -1.8% | -32.6% | +30.8% | +4.5% |
| 3M | -6.0% | -35.5% | +29.4% | +0.4% |
| 6M | -8.4% | -45.6% | +37.2% | -0.4% |
| YTD | +4.2% | +30.7% | -26.5% | -8.9% |
| 1Y | +6.2% | +28.4% | -22.1% | -7.1% |
| 3Y | +37.0% | +301.7% | -264.7% | -12.0% |
| 5Y | +1.2% | +473.3% | -472.1% | -41.1% |
| 10Y | +272.2% | +651.7% | -379.5% | +85.1% |
| All | +272.2% | +658.8% | -386.6% | +85.1% |
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