+15.2%
PLD vs GWW
+224.0%
-208.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -2.4% | +1.4% | -3.8% | -3.0% |
| 30D | -2.4% | +3.3% | -5.7% | -4.0% |
| 3M | -3.8% | +2.9% | -6.7% | -5.4% |
| 6M | 0.0% | +15.8% | -15.8% | -7.3% |
| YTD | +9.2% | +32.0% | -22.8% | -5.5% |
| 1Y | +25.9% | +29.9% | -4.0% | +9.6% |
| 3Y | +21.3% | +91.1% | -69.8% | -15.8% |
| All | +15.2% | +224.0% | -208.8% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling