+1,644.9%
PLD vs IFF
+239.2%
+1,405.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | +1.3% | -1.8% | +3.1% | +2.2% |
| 30D | -1.4% | -9.4% | +8.0% | +3.3% |
| 3M | -8.2% | -3.0% | -5.2% | -7.2% |
| 6M | -8.0% | +5.8% | -13.8% | -11.8% |
| YTD | +3.2% | +22.4% | -19.2% | -10.1% |
| 1Y | +7.0% | +23.0% | -16.0% | -7.1% |
| 3Y | +38.3% | +21.8% | +16.5% | +17.8% |
| 5Y | +0.2% | -39.2% | +39.4% | +16.8% |
| 10Y | +268.3% | -12.4% | +280.7% | +216.4% |
| All | +1,644.9% | +239.2% | +1,405.7% | +599.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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