+1,521.1%
PLD vs IWF
+727.1%
+794.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.4% | +0.5% | -2.9% | -2.9% |
| 30D | -2.4% | -0.4% | -2.0% | -2.2% |
| 3M | -3.8% | -2.6% | -1.2% | -2.6% |
| 6M | 0.0% | +9.1% | -9.1% | -9.6% |
| YTD | +9.2% | +4.5% | +4.8% | +2.6% |
| 1Y | +25.9% | +10.1% | +15.8% | +11.7% |
| 3Y | +21.3% | +77.6% | -56.3% | -35.8% |
| 5Y | +14.1% | +73.7% | -59.6% | -40.1% |
| 10Y | +237.9% | +411.5% | -173.7% | -47.0% |
| All | +1,521.1% | +727.1% | +794.0% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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