+240.3%
PLD vs AWK
+126.2%
+114.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +1.0% |
| 7D | -0.9% | +2.2% | -3.0% | -2.2% |
| 30D | -1.2% | +4.4% | -5.6% | -3.9% |
| 3M | -2.3% | +15.4% | -17.7% | -10.9% |
| 6M | +4.5% | +3.5% | +1.0% | +1.3% |
| YTD | +10.1% | +9.8% | +0.3% | +2.4% |
| 1Y | +25.9% | +3.0% | +22.9% | +21.3% |
| 3Y | +24.4% | +9.7% | +14.8% | +11.0% |
| 5Y | +15.5% | -17.2% | +32.6% | +24.5% |
| 10Y | +240.3% | +126.1% | +114.2% | +87.3% |
| All | +240.3% | +126.2% | +114.1% | +87.3% |
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