+249.9%
PLD vs BDX
+56.2%
+193.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -0.7% | -3.6% | +2.9% | +0.8% |
| 30D | -2.2% | +0.7% | -2.9% | -2.6% |
| 3M | -7.4% | +19.0% | -26.3% | -14.3% |
| 6M | +1.9% | +10.8% | -8.9% | -3.0% |
| YTD | +7.9% | +20.1% | -12.2% | -1.2% |
| 1Y | +25.1% | +23.1% | +2.0% | +13.1% |
| 3Y | +21.9% | -8.8% | +30.7% | +23.6% |
| 5Y | +16.3% | -1.4% | +17.7% | +12.8% |
| 10Y | +249.9% | +60.5% | +189.4% | +190.7% |
| All | +249.9% | +56.2% | +193.7% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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