+243.0%
PLD vs FTV
+119.0%
+124.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -0.3% | +15.7% | -15.9% | -7.5% |
| 3M | -8.0% | +7.5% | -15.6% | -11.6% |
| 6M | -9.8% | +8.5% | -18.3% | -14.1% |
| YTD | +1.8% | +18.8% | -17.0% | -8.5% |
| 1Y | +5.6% | +28.5% | -22.9% | -9.1% |
| 3Y | +33.3% | +34.0% | -0.7% | +11.4% |
| 5Y | +0.3% | +12.6% | -12.3% | -10.0% |
| 10Y | +241.6% | +111.4% | +130.2% | +129.7% |
| All | +243.0% | +119.0% | +124.0% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling