+256.8%
PLD vs TFC
+90.1%
+166.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.1% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +0.8% | +9.2% | -8.3% | -2.4% |
| 3M | -6.1% | -2.9% | -3.2% | -5.3% |
| 6M | -8.0% | +3.5% | -11.5% | -9.5% |
| YTD | +4.7% | +5.4% | -0.8% | +2.1% |
| 1Y | +7.2% | +17.3% | -10.1% | +0.5% |
| 3Y | +39.2% | +96.7% | -57.5% | +7.9% |
| 5Y | +1.9% | -1.1% | +3.0% | -3.0% |
| 10Y | +256.8% | +84.7% | +172.0% | +169.0% |
| All | +256.8% | +90.1% | +166.7% | +169.0% |
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