-0.7%
PLD vs EWT
+118.2%
-119.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +1.3% | +9.1% | -7.8% | -2.0% |
| 30D | -1.4% | -12.2% | +10.9% | +3.1% |
| 3M | -8.2% | -9.4% | +1.3% | -5.4% |
| 6M | -8.0% | +2.7% | -10.7% | -12.2% |
| YTD | +3.2% | +53.3% | -50.1% | -20.8% |
| 1Y | +7.0% | +59.2% | -52.1% | -19.7% |
| 3Y | +38.3% | +157.1% | -118.8% | -26.6% |
| All | -0.7% | +118.2% | -119.0% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 5y: compounded portfolio wealth divided by compounded EWT 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…
5y analysis · Full analysis span regression · 6 months rolling