+38.3%
PLD vs BROS
+30.6%
+7.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -0.6% |
| 7D | +1.3% | +6.3% | -5.0% | +0.7% |
| 30D | -1.4% | -8.3% | +7.0% | -0.8% |
| 3M | -8.2% | -29.8% | +21.6% | -5.2% |
| 6M | -8.0% | -25.8% | +17.8% | -6.3% |
| YTD | +3.2% | -41.4% | +44.5% | +7.2% |
| 1Y | +7.0% | -35.2% | +42.2% | +9.9% |
| 3Y | +38.3% | +32.8% | +5.5% | +28.8% |
| All | +38.3% | +30.6% | +7.7% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling