+1,643.3%
PLD vs IFF
+236.0%
+1,407.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | +0.2% |
| 7D | 0.0% | -6.9% | +6.9% | +3.6% |
| 30D | -3.7% | -8.9% | +5.1% | +0.5% |
| 3M | -7.9% | -3.7% | -4.2% | -6.7% |
| 6M | -9.2% | +3.5% | -12.7% | -12.0% |
| YTD | +3.1% | +21.2% | -18.1% | -9.7% |
| 1Y | +6.2% | +25.6% | -19.4% | -8.9% |
| 3Y | +35.4% | +19.7% | +15.7% | +16.4% |
| 5Y | +0.1% | -39.8% | +39.9% | +17.2% |
| 10Y | +268.0% | -13.2% | +281.2% | +217.7% |
| All | +1,643.3% | +236.0% | +1,407.3% | +602.2% |
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