-0.7%
PLD vs BTI
+153.9%
-154.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +1.3% | +1.6% | -0.3% | +0.9% |
| 30D | -1.4% | +9.2% | -10.6% | -3.9% |
| 3M | -8.2% | +9.6% | -17.8% | -10.7% |
| 6M | -8.0% | -2.4% | -5.6% | -7.7% |
| YTD | +3.2% | +14.2% | -11.1% | -1.7% |
| 1Y | +7.0% | +20.3% | -13.3% | +0.3% |
| 3Y | +38.3% | +147.4% | -109.1% | -2.1% |
| All | -0.7% | +153.9% | -154.7% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 5y: compounded portfolio wealth divided by compounded BTI 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…
5y analysis · Full analysis span regression · 6 months rolling