+240.1%
PLD vs GWRE
+129.6%
+110.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -2.8% | -30.9% | +28.1% | +4.7% |
| 30D | -3.6% | -20.7% | +17.0% | +0.5% |
| 3M | -7.1% | +20.2% | -27.3% | -12.8% |
| 6M | +0.2% | -11.9% | +12.1% | -0.4% |
| YTD | +6.9% | -30.3% | +37.2% | +12.3% |
| 1Y | +25.0% | -44.6% | +69.7% | +39.9% |
| 3Y | +20.8% | +48.8% | -28.0% | -4.4% |
| 5Y | +16.2% | +14.8% | +1.4% | -4.4% |
| All | +240.1% | +129.6% | +110.5% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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