-9.8%
PLD vs BROS
-42.1%
+32.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.1% |
| 7D | -0.8% | -21.2% | +20.4% | +0.2% |
| 30D | -0.3% | -11.6% | +11.3% | +0.5% |
| 3M | -8.0% | -36.7% | +28.6% | -6.1% |
| 6M | -9.8% | -42.8% | +33.0% | -7.9% |
| All | -9.8% | -42.1% | +32.3% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling