+23.8%
PLD vs BWA
+71.5%
-47.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.4% |
| 7D | -2.4% | +5.7% | -8.1% | -3.7% |
| 30D | -2.4% | +1.4% | -3.8% | -2.9% |
| 3M | -3.8% | -12.1% | +8.3% | -1.0% |
| 6M | 0.0% | +28.6% | -28.5% | -7.7% |
| YTD | +9.2% | +51.1% | -41.9% | -6.2% |
| 1Y | +25.9% | +55.9% | -30.0% | +6.6% |
| All | +23.8% | +71.5% | -47.6% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling