+272.2%
PLD vs PBF
+261.5%
+10.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.8% | -0.6% |
| 7D | -1.0% | -4.0% | +3.0% | -0.7% |
| 30D | -1.8% | -18.0% | +16.1% | -0.3% |
| 3M | -6.0% | +0.9% | -7.0% | -6.6% |
| 6M | -8.4% | +65.7% | -74.1% | -13.3% |
| YTD | +4.2% | +161.9% | -157.6% | -6.6% |
| 1Y | +6.2% | +77.8% | -71.6% | -1.4% |
| 3Y | +37.0% | +74.9% | -37.9% | +23.8% |
| 5Y | +1.2% | +423.4% | -422.2% | -19.7% |
| 10Y | +272.2% | +255.2% | +17.0% | +164.4% |
| All | +272.2% | +261.5% | +10.7% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling