+1,309.7%
PLD vs FLR
+482.5%
+827.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.6% | -2.1% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | -0.3% | -9.1% | +8.8% | +2.0% |
| 3M | -8.0% | -4.7% | -3.4% | -7.8% |
| 6M | -9.8% | -14.2% | +4.4% | -8.3% |
| YTD | +1.8% | +17.3% | -15.5% | -5.6% |
| 1Y | +5.6% | +4.3% | +1.3% | +0.8% |
| 3Y | +33.3% | +30.7% | +2.5% | +13.0% |
| 5Y | +0.3% | +101.3% | -101.0% | -27.6% |
| 10Y | +241.6% | +12.4% | +229.2% | +124.9% |
| All | +1,309.7% | +482.5% | +827.2% | +659.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling