+15.2%
PLD vs FRMI
-93.9%
+109.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.2% | +6.9% | -0.3% |
| 7D | +0.8% | -24.3% | +25.1% | +0.9% |
| 30D | +0.5% | -55.1% | +55.6% | +0.8% |
| 3M | -5.5% | -73.8% | +68.3% | -5.0% |
| 6M | -8.3% | -70.6% | +62.2% | -8.1% |
| YTD | +4.3% | -80.8% | +85.0% | +4.7% |
| 1Y | +7.4% | -93.9% | +101.3% | +4.6% |
| All | +15.2% | -93.9% | +109.1% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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