+23.8%
PLD vs HWM
+426.8%
-403.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -2.4% | -2.1% | -0.3% | -2.0% |
| 30D | -2.4% | -11.0% | +8.6% | -0.1% |
| 3M | -3.8% | +4.0% | -7.8% | -5.2% |
| 6M | 0.0% | -0.2% | +0.2% | -0.8% |
| YTD | +9.2% | +26.7% | -17.4% | +2.3% |
| 1Y | +25.9% | +44.7% | -18.8% | +13.8% |
| All | +23.8% | +426.8% | -403.0% | -25.4% |
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