+267.4%
PLD vs BP
+124.7%
+142.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.8% | -6.3% | +7.1% | +2.3% |
| 30D | +0.5% | -3.6% | +4.1% | +1.2% |
| 3M | -5.5% | +5.2% | -10.7% | -7.0% |
| 6M | -8.3% | +5.3% | -13.6% | -10.1% |
| YTD | +4.3% | +33.1% | -28.8% | -4.4% |
| 1Y | +7.4% | +26.3% | -18.9% | -0.2% |
| 3Y | +37.1% | +47.5% | -10.5% | +21.0% |
| 5Y | +1.3% | +106.2% | -104.8% | -19.5% |
| 10Y | +267.4% | +127.0% | +140.4% | +177.9% |
| All | +267.4% | +124.7% | +142.7% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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