+1,358.0%
PLD vs EWT
+452.2%
+905.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -3.3% |
| 7D | -0.8% | -11.7% | +10.9% | +5.3% |
| 30D | -0.3% | -23.2% | +23.0% | +13.6% |
| 3M | -8.0% | -12.5% | +4.5% | -2.6% |
| 6M | -9.8% | -5.9% | -3.9% | -10.2% |
| YTD | +1.8% | +40.5% | -38.7% | -19.2% |
| 1Y | +5.6% | +43.7% | -38.1% | -17.4% |
| 3Y | +33.3% | +136.6% | -103.4% | -22.4% |
| 5Y | +0.3% | +105.1% | -104.8% | -37.1% |
| 10Y | +241.6% | +387.0% | -145.3% | +31.3% |
| All | +1,358.0% | +452.2% | +905.8% | +320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling