+267.4%
PLD vs TFC
+82.1%
+185.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.8% | +1.7% | -0.9% | +0.2% |
| 30D | +0.5% | +9.0% | -8.5% | -2.7% |
| 3M | -5.5% | -2.1% | -3.4% | -4.9% |
| 6M | -8.3% | +3.4% | -11.7% | -9.8% |
| YTD | +4.3% | +5.3% | -1.0% | +1.8% |
| 1Y | +7.4% | +16.2% | -8.7% | +1.1% |
| 3Y | +37.1% | +94.8% | -57.7% | +6.5% |
| 5Y | +1.3% | -0.7% | +2.0% | -3.7% |
| 10Y | +267.4% | +80.9% | +186.5% | +168.5% |
| All | +267.4% | +82.1% | +185.4% | +168.5% |
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