+15.2%
PLD vs FTV
+2.3%
+12.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.2% |
| 7D | -2.4% | -4.5% | +2.1% | +0.1% |
| 30D | -2.4% | -7.1% | +4.6% | +1.6% |
| 3M | -3.8% | -7.2% | +3.4% | -0.3% |
| 6M | 0.0% | -1.5% | +1.5% | -0.3% |
| YTD | +9.2% | +3.5% | +5.8% | +4.7% |
| 1Y | +25.9% | +20.3% | +5.6% | +9.1% |
| 3Y | +21.3% | -3.1% | +24.4% | +18.9% |
| All | +15.2% | +2.3% | +12.9% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling