+272.2%
PLD vs BWA
+92.6%
+179.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | -1.0% | +1.7% | -2.7% | -1.5% |
| 30D | -1.8% | -14.6% | +12.8% | +2.1% |
| 3M | -6.0% | -26.2% | +20.2% | +1.2% |
| 6M | -8.4% | -18.4% | +10.1% | -4.6% |
| YTD | +4.2% | +14.7% | -10.4% | -2.7% |
| 1Y | +6.2% | +13.3% | -7.1% | -0.7% |
| 3Y | +37.0% | +64.7% | -27.7% | +13.3% |
| 5Y | +1.2% | +32.2% | -31.0% | -13.7% |
| 10Y | +272.2% | +96.8% | +175.4% | +165.1% |
| All | +272.2% | +92.6% | +179.6% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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