+231.7%
PLD vs HWM
+1,473.3%
-1,241.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -1.8% |
| 7D | -0.8% | +3.4% | -4.2% | -1.7% |
| 30D | -0.3% | -7.5% | +7.3% | +1.1% |
| 3M | -8.0% | -28.9% | +20.8% | -1.4% |
| 6M | -9.8% | -19.6% | +9.8% | -6.3% |
| YTD | +1.8% | +0.6% | +1.2% | -0.1% |
| 1Y | +5.6% | +0.3% | +5.3% | +3.6% |
| 3Y | +33.3% | +326.1% | -292.9% | -8.8% |
| 5Y | +0.3% | +525.2% | -524.9% | -37.3% |
| All | +231.7% | +1,473.3% | -1,241.6% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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