+13.6%
PLD vs BROS
+7.7%
+5.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -1.0% | -20.4% | +19.4% | +1.2% |
| 30D | -1.8% | -6.1% | +4.2% | -1.5% |
| 3M | -6.0% | -29.4% | +23.3% | -2.9% |
| 6M | -8.4% | -31.5% | +23.2% | -5.5% |
| YTD | +4.2% | -42.8% | +47.1% | +9.1% |
| 1Y | +6.2% | -37.5% | +43.7% | +9.9% |
| 3Y | +37.0% | +27.2% | +9.8% | +26.6% |
| 5Y | +1.2% | -47.0% | +48.1% | -4.7% |
| All | +13.6% | +7.7% | +5.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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