+0.2%
PLD vs FPS
+12.3%
-12.1%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.9% | -0.8% |
| 7D | -2.8% | -4.6% | +1.7% | -2.8% |
| 30D | -3.6% | -22.6% | +18.9% | -3.3% |
| 3M | -7.1% | -45.1% | +38.0% | -6.2% |
| 6M | +0.2% | -17.8% | +18.1% | -3.3% |
| All | +0.2% | +12.3% | -12.1% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling