+1,747.8%
PLD vs BTI
+2,828.2%
-1,080.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -2.4% | -1.4% | -1.0% | -1.9% |
| 30D | -2.4% | -6.6% | +4.2% | -0.2% |
| 3M | -3.8% | -3.0% | -0.8% | -3.1% |
| 6M | 0.0% | -6.7% | +6.7% | +1.8% |
| YTD | +9.2% | +0.6% | +8.7% | +8.2% |
| 1Y | +25.9% | +5.6% | +20.3% | +22.4% |
| 3Y | +21.3% | +110.3% | -89.0% | -8.4% |
| 5Y | +14.1% | +114.3% | -100.1% | -15.2% |
| 10Y | +237.9% | +67.7% | +170.2% | +162.2% |
| All | +1,747.8% | +2,828.2% | -1,080.3% | +855.1% |
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 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