+256.8%
PLD vs PFGC
+360.0%
-103.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.1% | +2.1% |
| 7D | +0.7% | +10.8% | -10.1% | -1.3% |
| 30D | +0.8% | +17.8% | -17.0% | -2.4% |
| 3M | -6.1% | -2.7% | -3.4% | -5.9% |
| 6M | -8.0% | +20.0% | -28.0% | -11.4% |
| YTD | +4.7% | +24.3% | -19.6% | -0.3% |
| 1Y | +7.2% | +13.2% | -6.0% | +3.9% |
| 3Y | +39.2% | +85.9% | -46.7% | +23.1% |
| 5Y | +1.9% | +141.0% | -139.1% | -14.5% |
| 10Y | +256.8% | +370.6% | -113.8% | +182.9% |
| All | +256.8% | +360.0% | -103.2% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling