+272.2%
PLD vs TFC
+81.3%
+190.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.0% | -1.2% | +0.2% | -0.6% |
| 30D | -1.8% | +7.8% | -9.6% | -4.5% |
| 3M | -6.0% | -3.0% | -3.1% | -5.2% |
| 6M | -8.4% | +5.8% | -14.2% | -10.6% |
| YTD | +4.2% | +5.3% | -1.0% | +1.7% |
| 1Y | +6.2% | +15.7% | -9.5% | +0.1% |
| 3Y | +37.0% | +94.8% | -57.8% | +6.4% |
| 5Y | +1.2% | 0.0% | +1.1% | -4.1% |
| 10Y | +272.2% | +79.0% | +193.2% | +171.2% |
| All | +272.2% | +81.3% | +190.9% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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