+33.3%
PLD vs PBF
+59.0%
-25.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.4% | +4.0% | -2.8% |
| 7D | -0.8% | -13.8% | +13.0% | +0.3% |
| 30D | -0.3% | -19.6% | +19.3% | +1.3% |
| 3M | -8.0% | +10.3% | -18.3% | -9.2% |
| 6M | -9.8% | +63.4% | -73.2% | -14.3% |
| YTD | +1.8% | +152.6% | -150.8% | -10.2% |
| 1Y | +5.6% | +87.4% | -81.8% | -3.2% |
| 3Y | +33.3% | +63.3% | -30.0% | +11.8% |
| All | +33.3% | +59.0% | -25.7% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling