+1,664.3%
PLD vs BAX
+244.8%
+1,419.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | +0.8% | +3.6% | -2.9% | -0.4% |
| 30D | +0.5% | +8.5% | -8.0% | -2.8% |
| 3M | -5.5% | -4.9% | -0.6% | -4.5% |
| 6M | -8.3% | +47.0% | -55.3% | -21.0% |
| YTD | +4.3% | +38.4% | -34.1% | -9.6% |
| 1Y | +7.4% | +49.1% | -41.7% | -9.5% |
| 3Y | +37.1% | -14.9% | +51.9% | +36.2% |
| 5Y | +1.3% | -63.1% | +64.4% | +33.0% |
| 10Y | +267.4% | -35.6% | +303.0% | +295.5% |
| All | +1,664.3% | +244.8% | +1,419.6% | +1,339.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling