+1,621.7%
PLD vs BTI
+3,172.6%
-1,550.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.2% | -0.1% |
| 7D | -0.8% | -1.0% | +0.2% | -0.5% |
| 30D | -0.3% | +13.0% | -13.2% | -4.5% |
| 3M | -8.0% | +5.3% | -13.4% | -9.9% |
| 6M | -9.8% | +5.3% | -15.1% | -12.0% |
| YTD | +1.8% | +12.4% | -10.6% | -3.2% |
| 1Y | +5.6% | +18.9% | -13.3% | -1.5% |
| 3Y | +33.3% | +144.0% | -110.8% | -4.6% |
| 5Y | +0.3% | +156.3% | -156.0% | -30.1% |
| 10Y | +241.6% | +115.3% | +126.4% | +142.8% |
| All | +1,621.7% | +3,172.6% | -1,550.9% | +755.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling