+12.2%
PLD vs BTSG
+505.2%
-493.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -1.0% | +4.0% | -5.1% | -1.6% |
| 30D | -1.8% | +15.3% | -17.1% | -4.0% |
| 3M | -6.0% | +25.4% | -31.5% | -9.4% |
| 6M | -8.4% | +31.9% | -40.2% | -13.1% |
| YTD | +4.2% | +93.9% | -89.7% | -8.1% |
| 1Y | +6.2% | +114.2% | -107.9% | -8.2% |
| All | +12.2% | +505.2% | -493.0% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling