+256.2%
PLD vs HWM
+1,494.1%
-1,237.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 3M | -3.8% | +4.0% | -7.8% | -5.1% |
| 6M | 0.0% | -0.2% | +0.2% | -0.6% |
| YTD | +9.2% | +26.7% | -17.4% | +2.5% |
| 1Y | +25.9% | +44.7% | -18.8% | +14.2% |
| 3Y | +21.3% | +426.1% | -404.8% | -20.3% |
| 5Y | +14.1% | +738.5% | -724.4% | -32.8% |
| All | +256.2% | +1,494.1% | -1,237.9% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling