+256.9%
PLD vs AWK
+153.6%
+103.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | 0.0% | -2.6% | +2.6% | +1.5% |
| 30D | -3.7% | +14.2% | -17.9% | -11.3% |
| 3M | -7.9% | +10.0% | -18.0% | -13.4% |
| 6M | -9.2% | +17.1% | -26.3% | -18.1% |
| YTD | +3.1% | +16.1% | -13.1% | -7.6% |
| 1Y | +6.2% | +17.5% | -11.3% | -5.6% |
| 3Y | +35.4% | +29.3% | +6.1% | +8.1% |
| 5Y | +0.1% | -3.5% | +3.6% | -2.4% |
| All | +256.9% | +153.6% | +103.3% | +94.0% |
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