+1,429.4%
PLD vs IWD
+731.9%
+697.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | +1.2% |
| 7D | +0.4% | -0.9% | +1.3% | +1.5% |
| 30D | -0.1% | +2.6% | -2.7% | -3.5% |
| 3M | -7.9% | +1.2% | -9.2% | -9.5% |
| 6M | -7.0% | +12.1% | -19.1% | -20.0% |
| YTD | +3.1% | +24.1% | -21.1% | -22.4% |
| 1Y | +7.1% | +28.5% | -21.4% | -23.0% |
| 3Y | +32.9% | +79.5% | -46.6% | -37.4% |
| 5Y | +1.5% | +70.3% | -68.8% | -48.4% |
| 10Y | +245.9% | +212.5% | +33.3% | -27.0% |
| All | +1,429.4% | +731.9% | +697.4% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling