+249.9%
PLD vs ITW
+183.0%
+66.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.0% |
| 7D | -0.7% | -1.9% | +1.2% | +0.4% |
| 30D | -2.2% | -10.4% | +8.1% | +4.2% |
| 3M | -7.4% | +3.5% | -10.9% | -9.7% |
| 6M | +1.9% | -3.4% | +5.3% | +3.3% |
| YTD | +7.9% | +8.5% | -0.6% | +1.9% |
| 1Y | +25.1% | +3.2% | +21.8% | +21.4% |
| 3Y | +21.9% | +18.9% | +3.0% | +8.9% |
| 5Y | +16.3% | +35.0% | -18.7% | -4.0% |
| 10Y | +249.9% | +188.6% | +61.2% | +115.3% |
| All | +249.9% | +183.0% | +66.9% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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