+339.8%
PLD vs BR
+1,321.0%
-981.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | +1.6% |
| 7D | -2.4% | -5.3% | +2.9% | +1.4% |
| 30D | -2.4% | +6.4% | -8.9% | -7.0% |
| 3M | -3.8% | +13.6% | -17.4% | -13.5% |
| 6M | 0.0% | -6.7% | +6.7% | +2.0% |
| YTD | +9.2% | -21.1% | +30.3% | +24.3% |
| 1Y | +25.9% | -29.6% | +55.5% | +55.5% |
| 3Y | +21.3% | -2.4% | +23.7% | +15.1% |
| 5Y | +14.1% | +11.2% | +2.9% | -4.2% |
| 10Y | +237.9% | +191.8% | +46.1% | +19.4% |
| All | +339.8% | +1,321.0% | -981.2% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling