+668.0%
BE vs PLD
+158.8%
+509.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -5.0% |
| 7D | +10.8% | +1.3% | +9.5% | +10.0% |
| 30D | -19.8% | -1.4% | -18.4% | -18.9% |
| 3M | -18.7% | -8.2% | -10.6% | -13.3% |
| 6M | -33.7% | -8.0% | -25.7% | -30.3% |
| YTD | +121.0% | +3.2% | +117.8% | +112.5% |
| 1Y | +85.4% | +7.0% | +78.4% | +72.6% |
| 3Y | +1,709.5% | +38.3% | +1,671.2% | +1,238.1% |
| 5Y | +462.2% | +0.2% | +462.0% | +434.5% |
| All | +668.0% | +158.8% | +509.2% | +404.1% |
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