+15.6%
PLD vs FRMI
-93.4%
+109.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.7% | -2.9% | +2.8% |
| 7D | +0.7% | -24.7% | +25.4% | +0.8% |
| 30D | +0.8% | -51.6% | +52.4% | +1.1% |
| 3M | -6.1% | -73.1% | +67.0% | -5.7% |
| 6M | -8.0% | -68.3% | +60.2% | -7.8% |
| YTD | +4.7% | -79.3% | +83.9% | +5.0% |
| 1Y | +7.2% | -93.2% | +100.4% | +4.6% |
| All | +15.6% | -93.4% | +109.0% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling