+1,747.8%
PLD vs IFF
+259.2%
+1,488.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.4% | -1.8% | -0.6% | -1.5% |
| 30D | -2.4% | -2.0% | -0.5% | -1.6% |
| 3M | -3.8% | +18.5% | -22.3% | -12.5% |
| 6M | 0.0% | +11.7% | -11.7% | -7.6% |
| YTD | +9.2% | +29.6% | -20.3% | -7.0% |
| 1Y | +25.9% | +35.0% | -9.0% | +4.4% |
| 3Y | +21.3% | +32.3% | -11.0% | -0.8% |
| 5Y | +14.1% | -34.6% | +48.7% | +28.0% |
| 10Y | +237.9% | -20.6% | +258.5% | +210.2% |
| All | +1,747.8% | +259.2% | +1,488.6% | +622.9% |
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