+15.2%
PLD vs BWA
+91.4%
-76.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.5% |
| 7D | -2.4% | +5.7% | -8.1% | -3.9% |
| 30D | -2.4% | +1.4% | -3.8% | -3.0% |
| 3M | -3.8% | -12.1% | +8.3% | -0.7% |
| 6M | 0.0% | +28.6% | -28.5% | -8.4% |
| YTD | +9.2% | +51.1% | -41.9% | -6.7% |
| 1Y | +25.9% | +55.9% | -30.0% | +6.0% |
| 3Y | +21.3% | +70.1% | -48.8% | -4.1% |
| All | +15.2% | +91.4% | -76.1% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling