+674.8%
PLD vs BAH
+886.2%
-211.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.3% |
| 7D | -2.4% | -3.2% | +0.9% | -1.5% |
| 30D | -2.4% | +2.0% | -4.4% | -3.1% |
| 3M | -3.8% | -7.6% | +3.8% | -2.3% |
| 6M | 0.0% | -5.7% | +5.7% | +0.3% |
| YTD | +9.2% | -11.7% | +21.0% | +10.5% |
| 1Y | +25.9% | -27.4% | +53.3% | +34.3% |
| 3Y | +21.3% | -32.5% | +53.8% | +26.5% |
| 5Y | +14.1% | -3.3% | +17.5% | +3.6% |
| 10Y | +237.9% | +186.0% | +51.9% | +119.5% |
| All | +674.8% | +886.2% | -211.4% | +197.8% |
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