+1,747.8%
PLD vs TFC
+436.1%
+1,311.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.4% | +2.4% | -4.8% | -3.7% |
| 30D | -2.4% | -1.3% | -1.1% | -1.9% |
| 3M | -3.8% | +6.1% | -9.9% | -7.2% |
| 6M | 0.0% | +7.3% | -7.3% | -4.3% |
| YTD | +9.2% | +8.2% | +1.0% | +3.7% |
| 1Y | +25.9% | +14.4% | +11.5% | +15.6% |
| 3Y | +21.3% | +93.7% | -72.4% | -18.4% |
| 5Y | +14.1% | +16.4% | -2.3% | -5.0% |
| 10Y | +237.9% | +101.6% | +136.3% | +70.7% |
| All | +1,747.8% | +436.1% | +1,311.7% | +550.3% |
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 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