+1,115.2%
PLD vs TMF
-69.3%
+1,184.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.9% |
| 7D | +4.9% | +4.0% | +0.9% | +5.2% |
| 30D | +2.6% | +19.5% | -16.9% | +3.9% |
| 3M | -4.8% | -3.5% | -1.2% | -5.0% |
| 6M | -3.9% | -10.6% | +6.7% | -4.6% |
| YTD | +5.3% | -17.1% | +22.4% | +4.0% |
| 1Y | +9.3% | -24.3% | +33.5% | +7.1% |
| 3Y | +35.8% | -27.2% | +63.0% | +34.1% |
| 5Y | +2.9% | -87.6% | +90.5% | -18.7% |
| 10Y | +253.4% | -84.8% | +338.2% | +207.3% |
| All | +1,115.2% | -69.3% | +1,184.5% | +1,402.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling