+414.3%
PLD vs USFR
+27.5%
+386.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.4% | +0.1% | -2.4% | -2.4% |
| 30D | -2.4% | +0.3% | -2.7% | -2.5% |
| 3M | -3.8% | +1.0% | -4.8% | -4.1% |
| 6M | 0.0% | +1.9% | -1.9% | -0.6% |
| YTD | +9.2% | +2.6% | +6.6% | +8.3% |
| 1Y | +25.9% | +4.0% | +21.9% | +24.2% |
| 3Y | +21.3% | +14.1% | +7.2% | +16.3% |
| 5Y | +14.1% | +20.4% | -6.3% | +7.6% |
| 10Y | +237.9% | +28.0% | +209.9% | +213.5% |
| All | +414.3% | +27.5% | +386.7% | +374.3% |
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