+22.2%
PLD vs GWRE
+51.5%
-29.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +3.0% | -1.6% |
| 7D | -0.7% | -26.2% | +25.5% | +1.9% |
| 30D | -2.2% | -17.8% | +15.5% | -0.8% |
| 3M | -7.4% | +14.2% | -21.6% | -9.4% |
| 6M | +1.9% | -12.9% | +14.8% | +2.2% |
| YTD | +7.9% | -29.2% | +37.1% | +12.1% |
| 1Y | +25.1% | -44.4% | +69.5% | +36.3% |
| All | +22.2% | +51.5% | -29.3% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling