+256.8%
PLD vs FTV
+113.3%
+143.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +1.5% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | +0.8% | +17.2% | -16.4% | -7.2% |
| 3M | -6.1% | +8.9% | -15.0% | -10.4% |
| 6M | -8.0% | +11.3% | -19.3% | -13.6% |
| YTD | +4.7% | +21.9% | -17.3% | -7.4% |
| 1Y | +7.2% | +31.6% | -24.4% | -9.0% |
| 3Y | +39.2% | +38.1% | +1.1% | +14.2% |
| 5Y | +1.9% | +15.7% | -13.8% | -10.0% |
| 10Y | +256.8% | +107.5% | +149.3% | +141.7% |
| All | +256.8% | +113.3% | +143.4% | +141.7% |
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