+1,747.8%
PLD vs FLEX
+2,512.5%
-764.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -2.4% | -10.1% | +7.7% | -0.4% |
| 3M | -3.8% | -31.3% | +27.6% | +2.6% |
| 6M | 0.0% | +71.3% | -71.2% | -15.1% |
| YTD | +9.2% | +81.2% | -72.0% | -8.9% |
| 1Y | +25.9% | +98.5% | -72.6% | +2.1% |
| 3Y | +21.3% | +428.2% | -406.9% | -23.5% |
| 5Y | +14.1% | +657.3% | -643.1% | -34.5% |
| 10Y | +237.9% | +995.9% | -758.1% | +62.9% |
| All | +1,747.8% | +2,512.5% | -764.7% | +538.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling