+243.3%
PLD vs FTV
+84.4%
+158.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -0.7% | -1.3% | +0.6% | 0.0% |
| 30D | -2.2% | -9.5% | +7.3% | +2.8% |
| 3M | -7.4% | -10.9% | +3.5% | -2.2% |
| 6M | +1.9% | -0.6% | +2.6% | +1.3% |
| YTD | +7.9% | +1.4% | +6.5% | +5.3% |
| 1Y | +25.1% | +17.6% | +7.4% | +12.4% |
| 3Y | +21.9% | -3.3% | +25.1% | +20.4% |
| 5Y | +16.3% | -0.1% | +16.5% | +11.2% |
| All | +243.3% | +84.4% | +158.9% | +154.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling