+17.3%
PLD vs BTDR
-38.7%
+56.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.8% | +11.7% | -0.6% |
| 7D | 0.0% | +15.4% | -15.4% | -0.7% |
| 30D | -3.7% | -33.4% | +29.7% | -2.4% |
| 3M | -7.9% | -32.0% | +24.1% | -7.0% |
| 6M | -9.2% | -52.2% | +43.0% | -7.7% |
| YTD | +3.1% | -45.3% | +48.4% | +3.4% |
| 1Y | +6.2% | -56.0% | +62.2% | +7.3% |
| 3Y | +35.4% | +54.4% | -19.0% | +25.9% |
| 5Y | +0.1% | -38.5% | +38.6% | -5.6% |
| All | +17.3% | -38.7% | +56.0% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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