+392.7%
PLD vs USFR
+28.5%
+364.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +0.8% | +0.4% | +0.5% | +0.7% |
| 3M | -6.1% | +1.1% | -7.2% | -6.5% |
| 6M | -8.0% | +2.0% | -10.0% | -8.6% |
| YTD | +4.7% | +3.4% | +1.3% | +3.5% |
| 1Y | +7.2% | +4.1% | +3.1% | +5.7% |
| 3Y | +39.2% | +14.3% | +24.9% | +33.3% |
| 5Y | +1.9% | +21.3% | -19.4% | -4.1% |
| 10Y | +256.8% | +28.5% | +228.3% | +230.5% |
| All | +392.7% | +28.5% | +364.2% | +353.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling