+256.8%
PLD vs BN
+289.4%
-32.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.8% | -1.0% | +1.0% |
| 7D | +0.7% | +3.6% | -2.9% | -1.1% |
| 30D | +0.8% | +15.9% | -15.0% | -6.3% |
| 3M | -6.1% | -2.3% | -3.8% | -5.4% |
| 6M | -8.0% | -8.4% | +0.4% | -4.7% |
| YTD | +4.7% | -5.9% | +10.5% | +6.0% |
| 1Y | +7.2% | -5.6% | +12.8% | +8.1% |
| 3Y | +39.2% | +104.2% | -65.0% | -7.3% |
| 5Y | +1.9% | +35.5% | -33.6% | -19.2% |
| 10Y | +256.8% | +285.2% | -28.5% | +68.7% |
| All | +256.8% | +289.4% | -32.6% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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