+358.7%
PLD vs BTG
+355.9%
+2.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.1% |
| 7D | -1.0% | +1.4% | -2.4% | -1.2% |
| 30D | -1.8% | -1.1% | -0.7% | -1.9% |
| 3M | -6.0% | +2.5% | -8.6% | -6.5% |
| 6M | -8.4% | -3.1% | -5.3% | -8.7% |
| YTD | +4.2% | +16.3% | -12.1% | +1.7% |
| 1Y | +6.2% | +27.6% | -21.4% | +2.8% |
| 3Y | +37.0% | +89.5% | -52.6% | +26.7% |
| 5Y | +1.2% | +33.6% | -32.4% | -4.8% |
| 10Y | +272.2% | +178.2% | +94.0% | +221.3% |
| All | +358.7% | +355.9% | +2.7% | +197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling