+231.7%
PLD vs FLEX
+569.0%
-337.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -2.1% |
| 7D | -0.8% | -19.3% | +18.5% | +2.7% |
| 30D | -0.3% | -41.5% | +41.3% | +9.1% |
| 3M | -8.0% | -43.1% | +35.1% | +0.7% |
| 6M | -9.8% | -48.2% | +38.4% | -1.2% |
| YTD | +1.8% | +15.5% | -13.7% | -8.9% |
| 1Y | +5.6% | +10.2% | -4.6% | -4.9% |
| 3Y | +33.3% | +256.8% | -223.5% | -12.4% |
| 5Y | +0.3% | +408.2% | -407.9% | -40.3% |
| All | +231.7% | +569.0% | -337.4% | +67.9% |
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