-0.7%
PLD vs BAH
+8.3%
-8.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.6% |
| 7D | -0.8% | -3.5% | +2.8% | -0.3% |
| 30D | -0.3% | +24.3% | -24.5% | -3.7% |
| 3M | -8.0% | +16.3% | -24.4% | -10.4% |
| 6M | -9.8% | +13.6% | -23.4% | -12.2% |
| YTD | +1.8% | +3.5% | -1.7% | -0.2% |
| 1Y | +5.6% | +2.7% | +2.9% | +3.6% |
| 3Y | +33.3% | -26.6% | +59.8% | +32.6% |
| All | -0.7% | +8.3% | -8.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 5y: compounded portfolio wealth divided by compounded BAH 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…
5y analysis · Full analysis span regression · 6 months rolling