+249.9%
PLD vs BR
+185.2%
+64.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.7% | -5.0% | +4.3% | +1.9% |
| 30D | -2.2% | -2.5% | +0.2% | -1.2% |
| 3M | -7.4% | +13.5% | -20.9% | -14.2% |
| 6M | +1.9% | -9.4% | +11.3% | +5.8% |
| YTD | +7.9% | -23.3% | +31.2% | +21.9% |
| 1Y | +25.1% | -31.6% | +56.7% | +50.9% |
| 3Y | +21.9% | -5.1% | +27.0% | +19.9% |
| 5Y | +16.3% | +8.2% | +8.1% | +3.8% |
| 10Y | +249.9% | +189.8% | +60.0% | +76.6% |
| All | +249.9% | +185.2% | +64.7% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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