+240.1%
PLD vs FTV
+80.1%
+160.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.3% |
| 7D | -2.8% | -5.2% | +2.4% | -0.2% |
| 30D | -3.6% | -11.5% | +7.9% | +2.5% |
| 3M | -7.1% | -9.0% | +1.9% | -3.0% |
| 6M | +0.2% | -2.0% | +2.3% | +0.3% |
| YTD | +6.9% | -0.9% | +7.8% | +5.5% |
| 1Y | +25.0% | +14.8% | +10.2% | +13.7% |
| 3Y | +20.8% | -5.5% | +26.3% | +20.7% |
| 5Y | +16.2% | -1.9% | +18.0% | +12.1% |
| All | +240.1% | +80.1% | +160.0% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FTV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling