+1,621.7%
PLD vs BP
+277.9%
+1,343.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -0.8% | -11.6% | +10.8% | +3.9% |
| 30D | -0.3% | 0.0% | -0.3% | -0.6% |
| 3M | -8.0% | +6.7% | -14.8% | -11.0% |
| 6M | -9.8% | +2.2% | -12.0% | -11.7% |
| YTD | +1.8% | +33.0% | -31.2% | -11.3% |
| 1Y | +5.6% | +30.7% | -25.1% | -7.5% |
| 3Y | +33.3% | +44.2% | -10.9% | +10.3% |
| 5Y | +0.3% | +105.1% | -104.9% | -31.2% |
| 10Y | +241.6% | +133.5% | +108.1% | +96.7% |
| All | +1,621.7% | +277.9% | +1,343.9% | +830.0% |
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