+240.3%
PLD vs PFGC
+273.4%
-33.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.2% |
| 7D | -0.9% | -2.4% | +1.6% | -0.4% |
| 30D | -1.2% | -15.8% | +14.6% | +1.9% |
| 3M | -2.3% | -0.6% | -1.7% | -2.3% |
| 6M | +4.5% | +10.7% | -6.2% | +2.3% |
| YTD | +10.1% | +7.6% | +2.5% | +8.0% |
| 1Y | +25.9% | -7.8% | +33.7% | +27.0% |
| 3Y | +24.4% | +63.7% | -39.3% | +12.7% |
| 5Y | +15.5% | +112.3% | -96.8% | -1.0% |
| 10Y | +240.3% | +286.7% | -46.4% | +170.3% |
| All | +240.3% | +273.4% | -33.1% | +170.3% |
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