+136.0%
PLD vs FOXA
+90.8%
+45.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.2% |
| 7D | -2.4% | -4.0% | +1.6% | -1.3% |
| 30D | -2.4% | +12.0% | -14.4% | -5.8% |
| 3M | -3.8% | +0.3% | -4.1% | -4.9% |
| 6M | 0.0% | +12.5% | -12.5% | -5.0% |
| YTD | +9.2% | -9.6% | +18.9% | +10.8% |
| 1Y | +25.9% | +8.6% | +17.3% | +20.0% |
| 3Y | +21.3% | +118.5% | -97.2% | -8.4% |
| 5Y | +14.1% | +88.8% | -74.6% | -11.3% |
| All | +136.0% | +90.8% | +45.2% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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