+1,170.1%
PLD vs BG
+931.4%
+238.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | +0.8% | +5.0% | -4.2% | -1.1% |
| 30D | +0.5% | -3.2% | +3.7% | +1.6% |
| 3M | -5.5% | -11.2% | +5.7% | -1.7% |
| 6M | -8.3% | -19.4% | +11.1% | -1.8% |
| YTD | +4.3% | +13.6% | -9.3% | -3.2% |
| 1Y | +7.4% | +7.3% | +0.2% | +1.9% |
| 3Y | +37.1% | +3.8% | +33.3% | +28.2% |
| 5Y | +1.3% | +23.2% | -21.9% | -14.7% |
| 10Y | +267.4% | +97.9% | +169.5% | +129.1% |
| All | +1,170.1% | +931.4% | +238.7% | +550.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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