+256.9%
PLD vs IWD
+202.4%
+54.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | 0.0% | +1.7% | -1.7% | -1.7% |
| 30D | -3.7% | +3.2% | -7.0% | -6.9% |
| 3M | -7.9% | +2.3% | -10.2% | -10.1% |
| 6M | -9.2% | +12.9% | -22.2% | -20.1% |
| YTD | +3.1% | +26.2% | -23.2% | -19.2% |
| 1Y | +6.2% | +28.3% | -22.1% | -18.1% |
| 3Y | +35.4% | +84.4% | -49.0% | -26.9% |
| 5Y | +0.1% | +73.0% | -72.9% | -41.9% |
| All | +256.9% | +202.4% | +54.5% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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