+257.2%
PLD vs FLEX
+608.2%
-351.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.8% |
| 7D | +1.3% | +7.5% | -6.1% | -0.1% |
| 30D | -1.4% | -25.3% | +23.9% | +3.0% |
| 3M | -8.2% | -39.7% | +31.5% | -0.6% |
| 6M | -8.0% | -47.9% | +39.9% | +0.8% |
| YTD | +3.2% | +24.1% | -20.9% | -9.0% |
| 1Y | +7.0% | +26.0% | -18.9% | -6.2% |
| 3Y | +38.3% | +282.7% | -244.4% | -10.4% |
| 5Y | +0.2% | +424.2% | -424.0% | -40.7% |
| All | +257.2% | +608.2% | -351.0% | +78.2% |
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