+1,725.2%
PLD vs BP
+287.6%
+1,437.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.7% |
| 7D | -0.7% | +4.0% | -4.7% | -2.2% |
| 30D | -2.2% | +7.8% | -10.1% | -5.2% |
| 3M | -7.4% | +8.4% | -15.7% | -10.7% |
| 6M | +1.9% | +15.1% | -13.1% | -5.0% |
| YTD | +7.9% | +36.4% | -28.5% | -6.5% |
| 1Y | +25.1% | +40.9% | -15.8% | +6.7% |
| 3Y | +21.9% | +38.8% | -17.0% | +2.7% |
| 5Y | +16.3% | +141.1% | -124.8% | -25.3% |
| 10Y | +249.9% | +133.9% | +116.0% | +102.6% |
| All | +1,725.2% | +287.6% | +1,437.6% | +881.0% |
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