+256.8%
PLD vs NWSA
+159.6%
+97.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | +0.7% | -10.5% | +11.2% | +4.3% |
| 30D | +0.8% | -8.8% | +9.6% | +3.7% |
| 3M | -6.1% | -6.5% | +0.4% | -4.4% |
| 6M | -8.0% | -1.3% | -6.7% | -8.6% |
| YTD | +4.7% | +2.5% | +2.2% | +1.9% |
| 1Y | +7.2% | +0.2% | +7.0% | +5.2% |
| 3Y | +39.2% | +27.6% | +11.6% | +24.3% |
| 5Y | +1.9% | +17.0% | -15.1% | -8.8% |
| 10Y | +256.8% | +148.3% | +108.4% | +133.1% |
| All | +256.8% | +159.6% | +97.2% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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