+256.8%
PLD vs AWK
+146.2%
+110.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.2% |
| 7D | +0.7% | +1.2% | -0.5% | -0.1% |
| 30D | +0.8% | +15.8% | -15.0% | -7.8% |
| 3M | -6.1% | +11.0% | -17.1% | -12.2% |
| 6M | -8.0% | +21.0% | -29.0% | -18.7% |
| YTD | +4.7% | +16.7% | -12.1% | -6.4% |
| 1Y | +7.2% | +17.2% | -10.0% | -4.5% |
| 3Y | +39.2% | +29.2% | +10.0% | +11.3% |
| 5Y | +1.9% | -2.3% | +4.2% | -1.4% |
| 10Y | +256.8% | +150.5% | +106.2% | +94.6% |
| All | +256.8% | +146.2% | +110.6% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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