+382.2%
PLD vs PFGC
+419.1%
-36.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -2.4% | -2.2% | -0.2% | -2.0% |
| 30D | -2.4% | -11.9% | +9.5% | -0.2% |
| 3M | -3.8% | +5.0% | -8.8% | -4.8% |
| 6M | 0.0% | +8.6% | -8.6% | -1.8% |
| YTD | +9.2% | +9.7% | -0.5% | +6.8% |
| 1Y | +25.9% | -6.3% | +32.2% | +26.6% |
| 3Y | +21.3% | +58.2% | -36.9% | +10.7% |
| 5Y | +14.1% | +110.4% | -96.3% | -1.8% |
| 10Y | +237.9% | +272.8% | -34.9% | +168.1% |
| All | +382.2% | +419.1% | -36.9% | +264.8% |
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