+235.8%
PLD vs FN
+663.9%
-428.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.2% | +12.1% | -0.3% |
| 7D | +0.4% | -16.0% | +16.4% | +2.4% |
| 30D | -0.1% | -40.1% | +40.0% | +6.2% |
| 3M | -7.9% | -43.9% | +35.9% | -1.9% |
| 6M | -7.0% | -55.6% | +48.7% | +1.1% |
| YTD | +3.1% | -35.7% | +38.7% | +3.6% |
| 1Y | +7.1% | -39.8% | +46.9% | +8.2% |
| 3Y | +32.9% | +80.3% | -47.4% | +2.0% |
| 5Y | +1.5% | +143.3% | -141.8% | -29.4% |
| All | +235.8% | +663.9% | -428.1% | +90.3% |
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