+223.9%
PLD vs FND
+66.0%
+157.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.2% |
| 7D | -2.4% | -5.2% | +2.8% | -1.2% |
| 30D | -2.4% | -19.9% | +17.4% | +2.8% |
| 3M | -3.8% | +2.7% | -6.5% | -5.6% |
| 6M | 0.0% | -21.7% | +21.7% | +4.5% |
| YTD | +9.2% | -17.5% | +26.7% | +12.1% |
| 1Y | +25.9% | -39.3% | +65.2% | +39.0% |
| 3Y | +21.3% | -49.8% | +71.1% | +36.5% |
| 5Y | +14.1% | -60.1% | +74.2% | +29.0% |
| All | +223.9% | +66.0% | +157.9% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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