+257.2%
PLD vs HWM
+1,487.1%
-1,229.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +1.3% | +7.3% | -5.9% | -0.3% |
| 30D | -1.4% | +1.6% | -3.0% | -2.1% |
| 3M | -8.2% | -21.9% | +13.7% | -3.6% |
| 6M | -8.0% | -19.0% | +11.0% | -4.5% |
| YTD | +3.2% | +7.9% | -4.8% | -0.3% |
| 1Y | +7.0% | +9.9% | -2.9% | +2.8% |
| 3Y | +38.3% | +342.1% | -303.9% | -6.4% |
| 5Y | +0.2% | +600.8% | -600.6% | -39.2% |
| All | +257.2% | +1,487.1% | -1,229.9% | +80.2% |
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