+621.9%
PLD vs BAH
+1,056.2%
-434.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.1% |
| 7D | -0.8% | -3.5% | +2.8% | +0.1% |
| 30D | -0.3% | +24.3% | -24.5% | -6.2% |
| 3M | -8.0% | +16.3% | -24.4% | -12.2% |
| 6M | -9.8% | +13.6% | -23.4% | -14.0% |
| YTD | +1.8% | +3.5% | -1.7% | -1.7% |
| 1Y | +5.6% | +2.7% | +2.9% | +1.9% |
| 3Y | +33.3% | -26.6% | +59.8% | +36.1% |
| 5Y | +0.3% | +8.5% | -8.2% | -11.6% |
| 10Y | +241.6% | +225.1% | +16.5% | +113.7% |
| All | +621.9% | +1,056.2% | -434.3% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling