-0.7%
PLD vs BBWI
-67.6%
+66.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -1.4% | +12.9% | -14.2% | -3.6% |
| 3M | -8.2% | +16.0% | -24.2% | -11.2% |
| 6M | -8.0% | +16.6% | -24.6% | -11.9% |
| YTD | +3.2% | +9.7% | -6.6% | -1.1% |
| 1Y | +7.0% | +1.5% | +5.5% | +3.1% |
| 3Y | +38.3% | -21.4% | +59.6% | +35.3% |
| All | -0.7% | -67.6% | +66.9% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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