+1,763.2%
PLD vs BRO
+5,153.8%
-3,390.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.4% | +3.3% |
| 7D | -0.9% | -5.4% | +4.5% | +2.0% |
| 30D | -1.2% | -4.3% | +3.1% | +0.9% |
| 3M | -2.3% | +17.8% | -20.1% | -11.6% |
| 6M | +4.5% | -6.8% | +11.3% | +6.3% |
| YTD | +10.1% | -13.8% | +23.9% | +16.1% |
| 1Y | +25.9% | -27.8% | +53.7% | +45.5% |
| 3Y | +24.4% | -4.7% | +29.1% | +19.9% |
| 5Y | +15.5% | +20.6% | -5.2% | -4.9% |
| 10Y | +240.3% | +293.7% | -53.4% | +43.0% |
| All | +1,763.2% | +5,153.8% | -3,390.6% | +438.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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