+256.8%
PLD vs BB
+33.0%
+223.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | +2.2% |
| 7D | +0.7% | +15.0% | -14.3% | -0.9% |
| 30D | +0.8% | +3.5% | -2.7% | +0.1% |
| 3M | -6.1% | +2.7% | -8.8% | -7.0% |
| 6M | -8.0% | +44.7% | -52.8% | -14.0% |
| YTD | +4.7% | +143.3% | -138.6% | -8.9% |
| 1Y | +7.2% | +102.2% | -95.0% | -4.7% |
| 3Y | +39.2% | +156.1% | -116.9% | +15.7% |
| 5Y | +1.9% | -17.6% | +19.5% | -6.9% |
| 10Y | +256.8% | +29.0% | +227.8% | +146.3% |
| All | +256.8% | +33.0% | +223.7% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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