+304.8%
BMY vs PLD
+1,708.5%
-1,403.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.7% |
| 7D | +0.4% | -2.4% | +2.7% | +0.8% |
| 30D | +5.0% | -2.4% | +7.4% | +5.5% |
| 3M | +19.4% | -3.8% | +23.2% | +20.3% |
| 6M | +9.5% | 0.0% | +9.5% | +9.5% |
| YTD | +28.1% | +9.2% | +18.8% | +25.7% |
| 1Y | +50.0% | +25.9% | +24.1% | +42.9% |
| 3Y | +24.1% | +21.3% | +2.8% | +17.8% |
| 5Y | +25.0% | +14.1% | +10.9% | +18.4% |
| 10Y | +68.7% | +237.9% | -169.2% | +26.7% |
| All | +304.8% | +1,708.5% | -1,403.7% | +79.8% |
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