+1,230.1%
PLD vs PFG
+960.1%
+270.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.3% |
| 7D | -0.8% | -0.6% | -0.2% | -0.5% |
| 30D | -0.3% | +2.0% | -2.3% | -1.4% |
| 3M | -8.0% | -3.2% | -4.9% | -6.9% |
| 6M | -9.8% | +10.9% | -20.7% | -15.1% |
| YTD | +1.8% | +28.8% | -27.1% | -11.9% |
| 1Y | +5.6% | +39.2% | -33.6% | -12.4% |
| 3Y | +33.3% | +75.0% | -41.8% | -3.1% |
| 5Y | +0.3% | +91.9% | -91.7% | -32.3% |
| 10Y | +241.6% | +202.3% | +39.3% | +54.6% |
| All | +1,230.1% | +960.1% | +270.0% | +191.7% |
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