+1.5%
PLD vs HWM
+538.5%
-537.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | -0.5% |
| 7D | +0.4% | -2.4% | +2.9% | +0.9% |
| 30D | -0.1% | -13.3% | +13.2% | +3.5% |
| 3M | -7.9% | -31.0% | +23.1% | +1.6% |
| 6M | -7.0% | -17.1% | +10.2% | -3.6% |
| YTD | +3.1% | -1.9% | +4.9% | +0.5% |
| 1Y | +7.1% | -2.4% | +9.5% | +4.4% |
| 3Y | +32.9% | +322.2% | -289.3% | -29.9% |
| 5Y | +1.5% | +509.8% | -508.3% | -54.4% |
| All | +1.5% | +538.5% | -537.0% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling