+236.9%
PLD vs TMF
-86.8%
+323.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | -2.4% | -2.8% | +0.4% | -2.3% |
| 3M | -3.8% | -10.9% | +7.1% | -3.4% |
| 6M | 0.0% | -21.3% | +21.3% | +0.9% |
| YTD | +9.2% | -15.9% | +25.1% | +9.9% |
| 1Y | +25.9% | -15.7% | +41.7% | +26.6% |
| 3Y | +21.3% | -43.4% | +64.7% | +22.2% |
| 5Y | +14.1% | -87.8% | +101.9% | +7.0% |
| All | +236.9% | -86.8% | +323.7% | +239.5% |
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