+560.7%
PLD vs GWRE
+793.8%
-233.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.8% | +8.7% | +2.4% |
| 7D | -0.9% | -25.6% | +24.7% | +4.5% |
| 30D | -1.2% | -12.2% | +11.0% | +0.6% |
| 3M | -2.3% | +17.7% | -20.0% | -7.1% |
| 6M | +4.5% | -11.3% | +15.9% | +4.0% |
| YTD | +10.1% | -25.5% | +35.7% | +13.2% |
| 1Y | +25.9% | -42.8% | +68.7% | +37.4% |
| 3Y | +24.4% | +59.0% | -34.6% | +2.9% |
| 5Y | +15.5% | +21.6% | -6.1% | -1.5% |
| 10Y | +240.3% | +139.2% | +101.1% | +149.8% |
| All | +560.7% | +793.8% | -233.1% | +312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling