+1,747.8%
PLD vs BHP
+4,308.8%
-2,561.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.4% | -2.9% | +0.5% | -1.2% |
| 30D | -2.4% | +3.4% | -5.8% | -3.9% |
| 3M | -3.8% | +4.1% | -7.9% | -6.4% |
| 6M | 0.0% | +20.6% | -20.6% | -8.9% |
| YTD | +9.2% | +56.1% | -46.8% | -11.0% |
| 1Y | +25.9% | +69.6% | -43.7% | -1.3% |
| 3Y | +21.3% | +78.8% | -57.5% | -8.8% |
| 5Y | +14.1% | +113.1% | -98.9% | -23.5% |
| 10Y | +237.9% | +505.9% | -268.0% | +32.2% |
| All | +1,747.8% | +4,308.8% | -2,561.0% | +532.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling