+25.9%
PLD vs BROS
-30.1%
+56.0%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -0.9% | -0.9% | +0.1% | -0.8% |
| 30D | -1.2% | -13.5% | +12.3% | +0.1% |
| 3M | -2.3% | -18.4% | +16.1% | -1.2% |
| 6M | +4.5% | -10.6% | +15.1% | +3.9% |
| YTD | +10.1% | -25.1% | +35.2% | +11.3% |
| 1Y | +25.9% | -28.6% | +54.5% | +24.9% |
| All | +25.9% | -30.1% | +56.0% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling