+251.7%
BAC vs PLD
+248.8%
+2.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +0.9% |
| 7D | +2.0% | +0.7% | +1.3% | +1.7% |
| 30D | -6.9% | +0.8% | -7.8% | -7.3% |
| 3M | -19.6% | -6.1% | -13.5% | -17.2% |
| 6M | -0.5% | -8.0% | +7.6% | +3.2% |
| YTD | -6.6% | +4.7% | -11.3% | -9.4% |
| 1Y | -3.0% | +7.2% | -10.2% | -7.0% |
| 3Y | +97.3% | +39.2% | +58.1% | +61.9% |
| 5Y | +21.9% | +1.9% | +20.0% | +13.7% |
| 10Y | +251.7% | +256.8% | -5.1% | +106.4% |
| All | +251.7% | +248.8% | +2.9% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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