+323.3%
PLD vs AWK
+969.7%
-646.4%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -2.4% | +1.7% | -4.1% | -3.7% |
| 30D | -2.4% | +5.6% | -8.0% | -6.5% |
| 3M | -3.8% | +15.9% | -19.7% | -14.4% |
| 6M | 0.0% | +4.6% | -4.6% | -4.7% |
| YTD | +9.2% | +10.1% | -0.8% | -0.5% |
| 1Y | +25.9% | +2.1% | +23.8% | +20.6% |
| 3Y | +21.3% | +9.8% | +11.5% | +5.1% |
| 5Y | +14.1% | -15.4% | +29.5% | +21.0% |
| 10Y | +237.9% | +129.4% | +108.5% | +41.6% |
| All | +323.3% | +969.7% | -646.4% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling