+126.1%
PLD vs FOXA
+97.5%
+28.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.3% | +2.4% |
| 7D | +0.7% | +7.9% | -7.2% | -1.5% |
| 30D | +0.8% | +8.5% | -7.6% | -1.6% |
| 3M | -6.1% | +6.2% | -12.3% | -8.1% |
| 6M | -8.0% | +8.0% | -16.0% | -11.5% |
| YTD | +4.7% | -6.5% | +11.2% | +4.9% |
| 1Y | +7.2% | +3.6% | +3.6% | +4.0% |
| 3Y | +39.2% | +136.0% | -96.8% | +2.6% |
| 5Y | +1.9% | +77.7% | -75.8% | -19.4% |
| All | +126.1% | +97.5% | +28.7% | +49.8% |
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