+256.8%
PLD vs GWW
+696.0%
-439.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.2% | +2.6% |
| 7D | +0.7% | +5.3% | -4.6% | -1.4% |
| 30D | +0.8% | +12.4% | -11.6% | -3.7% |
| 3M | -6.1% | +13.7% | -19.9% | -10.9% |
| 6M | -8.0% | +18.0% | -26.0% | -14.1% |
| YTD | +4.7% | +44.6% | -39.9% | -10.1% |
| 1Y | +7.2% | +53.1% | -45.9% | -10.1% |
| 3Y | +39.2% | +90.2% | -51.0% | +6.2% |
| 5Y | +1.9% | +215.0% | -213.1% | -36.3% |
| 10Y | +256.8% | +658.9% | -402.2% | +87.0% |
| All | +256.8% | +696.0% | -439.2% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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