+256.8%
PLD vs FLR
+17.5%
+239.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.3% | -5.5% | +2.0% |
| 7D | +0.7% | +8.5% | -7.8% | -0.1% |
| 30D | +0.8% | -0.7% | +1.5% | +0.8% |
| 3M | -6.1% | -11.7% | +5.6% | -5.2% |
| 6M | -8.0% | +16.2% | -24.2% | -9.9% |
| YTD | +4.7% | +27.0% | -22.3% | +1.1% |
| 1Y | +7.2% | +10.1% | -2.9% | +5.0% |
| 3Y | +39.2% | +46.2% | -7.0% | +30.4% |
| 5Y | +1.9% | +121.4% | -119.5% | -8.4% |
| 10Y | +256.8% | +11.0% | +245.8% | +241.0% |
| All | +256.8% | +17.5% | +239.3% | +241.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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