+1,621.7%
PLD vs TFC
+412.5%
+1,209.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | -0.8% | +1.2% | -2.0% | -1.5% |
| 30D | -0.3% | +8.3% | -8.6% | -4.6% |
| 3M | -8.0% | -5.2% | -2.9% | -5.7% |
| 6M | -9.8% | -0.8% | -9.0% | -10.1% |
| YTD | +1.8% | +3.4% | -1.7% | -1.2% |
| 1Y | +5.6% | +17.0% | -11.4% | -4.2% |
| 3Y | +33.3% | +86.2% | -52.9% | -8.2% |
| 5Y | +0.3% | -2.3% | +2.6% | -7.8% |
| 10Y | +241.6% | +93.9% | +147.7% | +76.1% |
| All | +1,621.7% | +412.5% | +1,209.2% | +519.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling