+231.7%
PLD vs AWK
+158.1%
+73.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.4% |
| 7D | -0.8% | +4.1% | -4.9% | -3.2% |
| 30D | -0.3% | +18.0% | -18.3% | -9.8% |
| 3M | -8.0% | +12.2% | -20.2% | -14.5% |
| 6M | -9.8% | +21.2% | -31.0% | -20.4% |
| YTD | +1.8% | +17.6% | -15.8% | -9.4% |
| 1Y | +5.6% | +19.2% | -13.6% | -6.9% |
| 3Y | +33.3% | +26.7% | +6.5% | +8.1% |
| 5Y | +0.3% | -1.3% | +1.6% | -3.5% |
| All | +231.7% | +158.1% | +73.6% | +78.8% |
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