+6.2%
PLD vs ITW
+20.6%
-14.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.0% | -1.6% | +0.6% | -0.4% |
| 30D | -1.8% | +8.9% | -10.7% | -5.1% |
| 3M | -6.0% | -0.9% | -5.2% | -5.8% |
| 6M | -8.4% | +16.0% | -24.3% | -14.6% |
| YTD | +4.2% | +19.4% | -15.2% | -4.2% |
| 1Y | +6.2% | +20.7% | -14.5% | -2.7% |
| All | +6.2% | +20.6% | -14.4% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling