+231.7%
PLD vs TMF
-84.4%
+316.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -0.8% | +1.2% | -2.0% | -0.8% |
| 30D | -0.3% | +19.7% | -20.0% | -1.0% |
| 3M | -8.0% | -2.1% | -5.9% | -8.0% |
| 6M | -9.8% | -13.4% | +3.6% | -9.4% |
| YTD | +1.8% | -16.7% | +18.5% | +2.4% |
| 1Y | +5.6% | -23.3% | +28.9% | +6.5% |
| 3Y | +33.3% | -24.8% | +58.1% | +34.5% |
| 5Y | +0.3% | -88.0% | +88.3% | -7.3% |
| All | +231.7% | -84.4% | +316.1% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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