+249.9%
PLD vs BTG
+147.2%
+102.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | -0.7% | +2.4% | -3.1% | -0.9% |
| 30D | -2.2% | +9.5% | -11.7% | -3.2% |
| 3M | -7.4% | +38.5% | -45.9% | -10.6% |
| 6M | +1.9% | +5.6% | -3.7% | +0.6% |
| YTD | +7.9% | +23.9% | -16.0% | +4.3% |
| 1Y | +25.1% | +32.1% | -7.0% | +19.7% |
| 3Y | +21.9% | +103.2% | -81.3% | +9.9% |
| 5Y | +16.3% | +79.7% | -63.4% | +5.1% |
| 10Y | +249.9% | +159.1% | +90.7% | +201.0% |
| All | +249.9% | +147.2% | +102.6% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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