+0.1%
PLD vs PBF
+438.8%
-438.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | 0.0% | +3.8% | -3.8% | -0.3% |
| 30D | -3.7% | -22.2% | +18.4% | -2.0% |
| 3M | -7.9% | +1.3% | -9.2% | -8.4% |
| 6M | -9.2% | +69.0% | -78.2% | -13.7% |
| YTD | +3.1% | +166.5% | -163.4% | -7.5% |
| 1Y | +6.2% | +88.1% | -81.9% | -1.4% |
| 3Y | +35.4% | +77.9% | -42.5% | +20.7% |
| 5Y | +0.1% | +413.0% | -412.9% | -12.4% |
| All | +0.1% | +438.8% | -438.7% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling