+1.9%
PLD vs ITW
+38.6%
-36.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.8% | +1.4% |
| 7D | +0.7% | -1.1% | +1.8% | +1.5% |
| 30D | +0.8% | +8.6% | -7.7% | -4.8% |
| 3M | -6.1% | -2.7% | -3.4% | -4.5% |
| 6M | -8.0% | +14.0% | -22.0% | -16.8% |
| YTD | +4.7% | +18.6% | -14.0% | -8.9% |
| 1Y | +7.2% | +19.8% | -12.6% | -7.5% |
| 3Y | +39.2% | +34.8% | +4.4% | +8.8% |
| 5Y | +1.9% | +37.5% | -35.6% | -25.8% |
| All | +1.9% | +38.6% | -36.7% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling