+1,643.3%
PLD vs BP
+279.3%
+1,364.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.4% |
| 7D | +0.4% | -11.2% | +11.6% | +5.0% |
| 30D | -0.1% | -0.7% | +0.6% | -0.2% |
| 3M | -7.9% | +9.8% | -17.8% | -11.9% |
| 6M | -7.0% | -1.6% | -5.4% | -7.7% |
| YTD | +3.1% | +33.5% | -30.4% | -10.3% |
| 1Y | +7.1% | +31.7% | -24.7% | -6.5% |
| 3Y | +32.9% | +45.1% | -12.3% | +9.7% |
| 5Y | +1.5% | +105.9% | -104.4% | -30.4% |
| 10Y | +245.9% | +134.4% | +111.5% | +98.9% |
| All | +1,643.3% | +279.3% | +1,364.0% | +840.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling