+323.9%
BAC vs PLD
+1,708.5%
-1,384.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.4% |
| 7D | +1.1% | -2.4% | +3.5% | +2.6% |
| 30D | -0.4% | -2.4% | +2.0% | +1.1% |
| 3M | +16.9% | -3.8% | +20.7% | +19.2% |
| 6M | +26.6% | 0.0% | +26.6% | +25.6% |
| YTD | +15.8% | +9.2% | +6.6% | +8.3% |
| 1Y | +27.2% | +25.9% | +1.3% | +8.3% |
| 3Y | +132.4% | +21.3% | +111.1% | +95.4% |
| 5Y | +72.6% | +14.1% | +58.4% | +44.2% |
| 10Y | +389.7% | +237.9% | +151.9% | +85.0% |
| All | +323.9% | +1,708.5% | -1,384.6% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling