+9.5%
PLD vs BTSG
+459.6%
-450.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.5% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -0.3% | +5.3% | -5.5% | -1.1% |
| 3M | -8.0% | +10.8% | -18.8% | -9.7% |
| 6M | -9.8% | +27.3% | -37.1% | -14.1% |
| YTD | +1.8% | +79.3% | -77.5% | -9.2% |
| 1Y | +5.6% | +106.0% | -100.4% | -8.4% |
| All | +9.5% | +459.6% | -450.1% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling