+1,327.6%
PLD vs PFG
+1,015.3%
+312.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.1% |
| 7D | -2.4% | +5.5% | -7.9% | -5.3% |
| 30D | -2.4% | +2.4% | -4.8% | -3.9% |
| 3M | -3.8% | +13.6% | -17.4% | -10.3% |
| 6M | 0.0% | +27.9% | -27.9% | -12.5% |
| YTD | +9.2% | +35.6% | -26.3% | -7.7% |
| 1Y | +25.9% | +48.5% | -22.6% | +1.0% |
| 3Y | +21.3% | +66.9% | -45.6% | -9.4% |
| 5Y | +14.1% | +111.0% | -96.8% | -26.8% |
| 10Y | +237.9% | +244.5% | -6.6% | +42.5% |
| All | +1,327.6% | +1,015.3% | +312.3% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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