+33.3%
PLD vs BTDR
+47.8%
-14.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +13.3% | -14.5% | -1.9% |
| 7D | -0.8% | -10.4% | +9.6% | -0.4% |
| 30D | -0.3% | -42.2% | +41.9% | +2.2% |
| 3M | -8.0% | -42.8% | +34.8% | -6.0% |
| 6M | -9.8% | -60.2% | +50.4% | -6.9% |
| YTD | +1.8% | -46.3% | +48.1% | +2.3% |
| 1Y | +5.6% | -71.7% | +77.3% | +9.6% |
| 3Y | +33.3% | +54.6% | -21.4% | +10.7% |
| All | +33.3% | +47.8% | -14.5% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling