+33.3%
PLD vs USFR
+14.4%
+18.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | -0.8% | +0.1% | -0.9% | -1.2% |
| 30D | -0.3% | +0.4% | -0.7% | -2.0% |
| 3M | -8.0% | +1.1% | -9.1% | -12.3% |
| 6M | -9.8% | +2.1% | -11.9% | -17.8% |
| YTD | +1.8% | +3.4% | -1.6% | -13.8% |
| 1Y | +5.6% | +4.1% | +1.5% | -14.5% |
| 3Y | +33.3% | +14.4% | +18.9% | +23.6% |
| All | +33.3% | +14.4% | +18.8% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling