+38.2%
PLD vs BLDR
-51.2%
+89.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.4% | -0.4% |
| 7D | 0.0% | -8.2% | +8.2% | +1.8% |
| 30D | -3.7% | +16.3% | -20.0% | -7.2% |
| 3M | -7.9% | -17.0% | +9.0% | -4.8% |
| 6M | -9.2% | -17.4% | +8.2% | -7.2% |
| YTD | +3.1% | -41.6% | +44.6% | +13.7% |
| 1Y | +6.2% | -43.5% | +49.7% | +17.9% |
| All | +38.2% | -51.2% | +89.3% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling