+247.0%
PLD vs BLDR
+566.0%
-319.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.2% |
| 7D | -0.8% | -3.7% | +2.9% | -0.1% |
| 30D | -0.3% | +16.8% | -17.1% | -4.3% |
| 3M | -8.0% | -13.7% | +5.7% | -5.7% |
| 6M | -9.8% | -21.9% | +12.1% | -6.4% |
| YTD | +1.8% | -39.2% | +41.0% | +11.0% |
| 1Y | +5.6% | -42.6% | +48.2% | +16.6% |
| 3Y | +33.3% | -50.2% | +83.5% | +47.3% |
| 5Y | +0.3% | -7.0% | +7.3% | -7.7% |
| All | +247.0% | +566.0% | -319.1% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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