+34.9%
PLD vs HWM
+320.3%
-285.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | -1.1% |
| 7D | +0.4% | -2.4% | +2.9% | +0.7% |
| 30D | -0.1% | -13.3% | +13.2% | +2.3% |
| 3M | -7.9% | -31.0% | +23.1% | -1.6% |
| 6M | -7.0% | -17.1% | +10.2% | -4.8% |
| YTD | +3.1% | -1.9% | +4.9% | +1.3% |
| 1Y | +7.1% | -2.4% | +9.5% | +5.3% |
| All | +34.9% | +320.3% | -285.4% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling