+240.3%
PLD vs NWSA
+143.8%
+96.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.5% |
| 7D | -0.9% | -2.6% | +1.8% | +0.1% |
| 30D | -1.2% | +4.6% | -5.8% | -2.8% |
| 3M | -2.3% | +10.2% | -12.5% | -6.0% |
| 6M | +4.5% | +21.6% | -17.1% | -3.3% |
| YTD | +10.1% | +14.6% | -4.5% | +3.7% |
| 1Y | +25.9% | +0.4% | +25.5% | +24.2% |
| 3Y | +24.4% | +45.0% | -20.6% | +6.9% |
| 5Y | +15.5% | +41.3% | -25.8% | -2.7% |
| 10Y | +240.3% | +142.8% | +97.5% | +119.7% |
| All | +240.3% | +143.8% | +96.4% | +119.7% |
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