+1,410.5%
PLD vs IWF
+649.6%
+760.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -2.4% |
| 7D | -0.8% | -5.0% | +4.2% | +3.8% |
| 30D | -0.3% | -13.2% | +12.9% | +13.4% |
| 3M | -8.0% | -9.4% | +1.4% | +0.2% |
| 6M | -9.8% | -8.6% | -1.2% | -3.9% |
| YTD | +1.8% | -5.3% | +7.1% | +4.2% |
| 1Y | +5.6% | -5.0% | +10.6% | +7.4% |
| 3Y | +33.3% | +64.6% | -31.4% | -24.7% |
| 5Y | +0.3% | +50.8% | -50.5% | -39.8% |
| 10Y | +241.6% | +385.7% | -144.1% | -44.6% |
| All | +1,410.5% | +649.6% | +760.9% | +5.9% |
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