+272.2%
PLD vs PFGC
+363.4%
-91.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -1.0% | +1.5% | -2.5% | -1.3% |
| 30D | -1.8% | +17.4% | -19.3% | -4.9% |
| 3M | -6.0% | -2.4% | -3.6% | -5.9% |
| 6M | -8.4% | +18.2% | -26.6% | -11.5% |
| YTD | +4.2% | +23.7% | -19.4% | -0.6% |
| 1Y | +6.2% | +15.0% | -8.7% | +2.7% |
| 3Y | +37.0% | +82.3% | -45.4% | +21.5% |
| 5Y | +1.2% | +131.9% | -130.8% | -14.6% |
| 10Y | +272.2% | +353.0% | -80.8% | +194.7% |
| All | +272.2% | +363.4% | -91.2% | +194.7% |
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