+486.1%
PLD vs PBF
+303.9%
+182.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -2.4% | +4.3% | -6.7% | -2.8% |
| 30D | -2.4% | +22.0% | -24.4% | -4.3% |
| 3M | -3.8% | +74.5% | -78.3% | -9.1% |
| 6M | 0.0% | +67.7% | -67.7% | -5.8% |
| YTD | +9.2% | +179.2% | -169.9% | -2.5% |
| 1Y | +25.9% | +170.0% | -144.1% | +12.1% |
| 3Y | +21.3% | +66.4% | -45.1% | +10.4% |
| 5Y | +14.1% | +764.5% | -750.4% | -14.1% |
| 10Y | +237.9% | +358.5% | -120.7% | +133.8% |
| All | +486.1% | +303.9% | +182.3% | +297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling