-0.7%
PLD vs PFGC
+138.1%
-138.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +1.3% | +3.4% | -2.1% | +0.3% |
| 30D | -1.4% | +16.9% | -18.3% | -6.4% |
| 3M | -8.2% | +6.4% | -14.6% | -10.3% |
| 6M | -8.0% | +16.0% | -24.0% | -13.0% |
| YTD | +3.2% | +23.6% | -20.5% | -5.3% |
| 1Y | +7.0% | +16.6% | -9.6% | +0.2% |
| 3Y | +38.3% | +82.3% | -44.0% | +9.9% |
| All | -0.7% | +138.1% | -138.8% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling