+240.3%
PLD vs BAX
-36.7%
+277.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +2.2% |
| 7D | -0.9% | -2.4% | +1.6% | 0.0% |
| 30D | -1.2% | -9.7% | +8.5% | +2.4% |
| 3M | -2.3% | +29.3% | -31.6% | -12.0% |
| 6M | +4.5% | +40.7% | -36.1% | -9.2% |
| YTD | +10.1% | +30.3% | -20.1% | -2.8% |
| 1Y | +25.9% | +3.4% | +22.5% | +20.5% |
| 3Y | +24.4% | -32.0% | +56.4% | +35.9% |
| 5Y | +15.5% | -66.9% | +82.3% | +73.2% |
| 10Y | +240.3% | -37.1% | +277.4% | +334.7% |
| All | +240.3% | -36.7% | +277.0% | +334.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling