+1,747.8%
PLD vs BWA
+1,670.3%
+77.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.9% |
| 7D | -2.4% | +5.7% | -8.1% | -4.7% |
| 30D | -2.4% | +1.4% | -3.8% | -3.4% |
| 3M | -3.8% | -12.1% | +8.3% | +0.6% |
| 6M | 0.0% | +28.6% | -28.5% | -11.9% |
| YTD | +9.2% | +51.1% | -41.9% | -12.2% |
| 1Y | +25.9% | +55.9% | -30.0% | -0.6% |
| 3Y | +21.3% | +70.1% | -48.8% | -10.7% |
| 5Y | +14.1% | +90.7% | -76.6% | -23.4% |
| 10Y | +237.9% | +154.0% | +83.9% | +70.5% |
| All | +1,747.8% | +1,670.3% | +77.6% | +359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling