+267.4%
PLD vs FN
+772.0%
-504.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.4% | +0.3% |
| 7D | +0.8% | -4.1% | +4.9% | +1.0% |
| 30D | +0.5% | -28.3% | +28.8% | +4.2% |
| 3M | -5.5% | -33.9% | +28.4% | -1.6% |
| 6M | -8.3% | -43.9% | +35.6% | -3.7% |
| YTD | +4.3% | -23.4% | +27.7% | +2.3% |
| 1Y | +7.4% | -25.4% | +32.8% | +5.3% |
| 3Y | +37.1% | +107.9% | -70.8% | +3.6% |
| 5Y | +1.3% | +195.1% | -193.8% | -31.4% |
| 10Y | +267.4% | +794.1% | -526.7% | +106.7% |
| All | +267.4% | +772.0% | -504.5% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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