+24.4%
PLD vs BAM
+84.5%
-60.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.1% |
| 7D | +0.4% | +7.9% | -7.5% | -2.4% |
| 30D | -0.1% | +16.0% | -16.1% | -5.4% |
| 3M | -7.9% | +0.6% | -8.6% | -8.5% |
| 6M | -7.0% | +10.5% | -17.5% | -11.0% |
| YTD | +3.1% | +3.2% | -0.2% | +0.4% |
| 1Y | +7.1% | +1.0% | +6.1% | +5.0% |
| 3Y | +32.9% | +84.2% | -51.4% | -1.4% |
| All | +24.4% | +84.5% | -60.1% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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