+1,747.8%
PLD vs BAX
+237.1%
+1,510.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -2.4% | -1.1% | -1.2% | -2.0% |
| 30D | -2.4% | -5.5% | +3.0% | -0.6% |
| 3M | -3.8% | +33.5% | -37.3% | -13.7% |
| 6M | 0.0% | +35.9% | -35.8% | -11.2% |
| YTD | +9.2% | +35.4% | -26.1% | -4.0% |
| 1Y | +25.9% | +9.8% | +16.2% | +18.2% |
| 3Y | +21.3% | -32.7% | +54.0% | +31.3% |
| 5Y | +14.1% | -65.6% | +79.7% | +54.2% |
| 10Y | +237.9% | -34.9% | +272.8% | +264.7% |
| All | +1,747.8% | +237.1% | +1,510.8% | +1,428.8% |
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