+360.5%
PLD vs BTG
+400.0%
-39.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +2.4% |
| 7D | +0.7% | +19.1% | -18.4% | -0.7% |
| 30D | +0.8% | +8.2% | -7.4% | +0.1% |
| 3M | -6.1% | +13.3% | -19.4% | -7.3% |
| 6M | -8.0% | +8.1% | -16.1% | -9.2% |
| YTD | +4.7% | +27.5% | -22.9% | +1.4% |
| 1Y | +7.2% | +47.1% | -39.9% | +2.6% |
| 3Y | +39.2% | +105.8% | -66.6% | +28.0% |
| 5Y | +1.9% | +55.8% | -53.9% | -5.2% |
| 10Y | +256.8% | +161.8% | +95.0% | +209.1% |
| All | +360.5% | +400.0% | -39.4% | +196.8% |
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