+446.1%
PLD vs PBF
+265.5%
+180.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -0.8% | -13.8% | +13.0% | +0.5% |
| 30D | -0.3% | -19.6% | +19.3% | +1.5% |
| 3M | -8.0% | +10.3% | -18.3% | -9.3% |
| 6M | -9.8% | +63.4% | -73.2% | -14.6% |
| YTD | +1.8% | +152.6% | -150.8% | -8.6% |
| 1Y | +5.6% | +87.4% | -81.8% | -2.6% |
| 3Y | +33.3% | +63.3% | -30.0% | +21.2% |
| 5Y | +0.3% | +412.5% | -412.2% | -20.5% |
| 10Y | +241.6% | +282.5% | -40.9% | +140.5% |
| All | +446.1% | +265.5% | +180.7% | +272.3% |
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