+240.3%
PLD vs BHP
+509.4%
-269.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -0.9% | +1.3% | -2.1% | -1.3% |
| 30D | -1.2% | +4.0% | -5.2% | -2.5% |
| 3M | -2.3% | +12.3% | -14.6% | -6.5% |
| 6M | +4.5% | +30.8% | -26.3% | -5.4% |
| YTD | +10.1% | +58.8% | -48.6% | -6.9% |
| 1Y | +25.9% | +76.8% | -50.9% | +2.4% |
| 3Y | +24.4% | +87.5% | -63.0% | -2.3% |
| 5Y | +15.5% | +123.9% | -108.4% | -16.8% |
| 10Y | +240.3% | +504.4% | -264.1% | +62.2% |
| All | +240.3% | +509.4% | -269.1% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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