+737.9%
BE vs PLD
+161.5%
+576.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.1% | +13.0% | +13.0% |
| 7D | +4.5% | -1.0% | +5.5% | +5.7% |
| 30D | -20.1% | -1.8% | -18.3% | -18.9% |
| 3M | -0.8% | -6.0% | +5.2% | +4.1% |
| 6M | -26.2% | -8.4% | -17.9% | -22.2% |
| YTD | +141.1% | +4.2% | +136.8% | +130.0% |
| 1Y | +64.8% | +6.2% | +58.6% | +54.5% |
| 3Y | +1,887.4% | +37.0% | +1,850.4% | +1,381.0% |
| 5Y | +518.1% | +1.2% | +516.9% | +483.3% |
| All | +737.9% | +161.5% | +576.3% | +445.7% |
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