+144.3%
IWM vs PLD
+268.0%
-123.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +0.6% | -3.7% | +4.4% | +2.6% |
| 3M | -7.8% | -7.9% | +0.2% | -4.0% |
| 6M | -1.0% | -9.2% | +8.2% | +3.3% |
| YTD | +13.9% | +3.1% | +10.8% | +11.0% |
| 1Y | +15.4% | +6.2% | +9.2% | +10.8% |
| 3Y | +70.2% | +35.4% | +34.8% | +40.8% |
| 5Y | +23.7% | +0.1% | +23.6% | +16.8% |
| All | +144.3% | +268.0% | -123.7% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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