+272.2%
PLD vs ITW
+198.0%
+74.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -1.0% | -1.6% | +0.6% | -0.1% |
| 30D | -1.8% | +8.9% | -10.7% | -6.7% |
| 3M | -6.0% | -0.9% | -5.2% | -5.8% |
| 6M | -8.4% | +16.0% | -24.3% | -16.6% |
| YTD | +4.2% | +19.4% | -15.2% | -7.2% |
| 1Y | +6.2% | +20.7% | -14.5% | -6.1% |
| 3Y | +37.0% | +33.4% | +3.6% | +14.0% |
| 5Y | +1.2% | +39.1% | -37.9% | -18.6% |
| 10Y | +272.2% | +195.3% | +76.9% | +113.3% |
| All | +272.2% | +198.0% | +74.2% | +113.3% |
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