-0.7%
PLD vs BROS
-43.5%
+42.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -0.7% |
| 7D | +1.3% | +6.3% | -5.0% | +0.5% |
| 30D | -1.4% | -8.3% | +7.0% | -0.7% |
| 3M | -8.2% | -29.8% | +21.6% | -4.5% |
| 6M | -8.0% | -25.8% | +17.8% | -5.8% |
| YTD | +3.2% | -41.4% | +44.5% | +8.3% |
| 1Y | +7.0% | -35.2% | +42.2% | +10.7% |
| 3Y | +38.3% | +32.8% | +5.5% | +23.9% |
| All | -0.7% | -43.5% | +42.7% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling