+954.8%
PLD vs BNS
+1,486.8%
-531.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | +0.2% |
| 7D | +0.8% | -1.1% | +1.9% | +1.6% |
| 30D | +0.5% | +4.7% | -4.3% | -3.2% |
| 3M | -5.5% | +5.5% | -11.0% | -10.1% |
| 6M | -8.3% | +21.7% | -30.0% | -22.3% |
| YTD | +4.3% | +29.5% | -25.2% | -16.1% |
| 1Y | +7.4% | +41.9% | -34.5% | -19.8% |
| 3Y | +37.1% | +148.5% | -111.4% | -35.3% |
| 5Y | +1.3% | +80.3% | -78.9% | -39.3% |
| 10Y | +267.4% | +184.7% | +82.7% | +38.2% |
| All | +954.8% | +1,486.8% | -531.9% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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