+257.2%
PLD vs TFC
+79.2%
+178.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | +1.3% | +2.3% | -0.9% | +0.5% |
| 30D | -1.4% | +10.8% | -12.2% | -5.0% |
| 3M | -8.2% | -3.8% | -4.4% | -7.0% |
| 6M | -8.0% | +9.6% | -17.6% | -11.4% |
| YTD | +3.2% | +5.8% | -2.6% | +0.5% |
| 1Y | +7.0% | +16.2% | -9.1% | +0.7% |
| 3Y | +38.3% | +96.0% | -57.7% | +7.3% |
| 5Y | +0.2% | +1.7% | -1.5% | -5.6% |
| All | +257.2% | +79.2% | +178.0% | +165.3% |
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