+349.3%
PLD vs PFGC
+465.8%
-116.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | -0.8% | +8.5% | -9.3% | -2.4% |
| 30D | -0.3% | +15.0% | -15.3% | -3.0% |
| 3M | -8.0% | -6.2% | -1.9% | -7.2% |
| 6M | -9.8% | +15.7% | -25.5% | -12.6% |
| YTD | +1.8% | +19.6% | -17.8% | -2.3% |
| 1Y | +5.6% | +13.2% | -7.6% | +2.3% |
| 3Y | +33.3% | +77.0% | -43.7% | +18.9% |
| 5Y | +0.3% | +121.5% | -121.2% | -14.7% |
| 10Y | +241.6% | +354.5% | -112.9% | +162.4% |
| All | +349.3% | +465.8% | -116.5% | +233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling