-0.7%
PLD vs FTI
+886.2%
-886.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | +1.3% | +4.3% | -3.0% | +0.7% |
| 30D | -1.4% | -4.7% | +3.3% | -0.8% |
| 3M | -8.2% | -13.5% | +5.4% | -6.3% |
| 6M | -8.0% | -8.7% | +0.7% | -7.2% |
| YTD | +3.2% | +49.0% | -45.9% | -4.4% |
| 1Y | +7.0% | +54.0% | -47.0% | -1.4% |
| 3Y | +38.3% | +211.6% | -173.3% | +12.4% |
| All | -0.7% | +886.2% | -886.9% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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