+267.4%
PLD vs AWK
+152.9%
+114.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | +0.8% | +2.7% | -1.9% | -0.8% |
| 30D | +0.5% | +16.7% | -16.2% | -8.6% |
| 3M | -5.5% | +11.7% | -17.2% | -12.0% |
| 6M | -8.3% | +21.9% | -30.2% | -19.3% |
| YTD | +4.3% | +17.6% | -13.3% | -7.2% |
| 1Y | +7.4% | +19.8% | -12.4% | -5.6% |
| 3Y | +37.1% | +31.0% | +6.1% | +8.6% |
| 5Y | +1.3% | -3.0% | +4.3% | -1.4% |
| 10Y | +267.4% | +156.8% | +110.6% | +101.1% |
| All | +267.4% | +152.9% | +114.5% | +101.1% |
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