-0.7%
PLD vs USFR
+21.4%
-22.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.3% | +0.1% | +1.3% | +1.3% |
| 30D | -1.4% | +0.4% | -1.7% | -1.8% |
| 3M | -8.2% | +1.1% | -9.2% | -9.3% |
| 6M | -8.0% | +2.0% | -10.0% | -10.0% |
| YTD | +3.2% | +3.5% | -0.3% | -0.9% |
| 1Y | +7.0% | +4.1% | +2.9% | +1.9% |
| 3Y | +38.3% | +14.4% | +23.9% | +31.0% |
| All | -0.7% | +21.4% | -22.1% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling