+422.5%
PLD vs NWSA
+101.5%
+321.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -1.0% | -12.2% | +11.2% | +3.1% |
| 30D | -1.8% | -8.7% | +6.8% | +0.8% |
| 3M | -6.0% | -6.0% | -0.1% | -4.6% |
| 6M | -8.4% | -0.3% | -8.0% | -9.3% |
| YTD | +4.2% | +3.5% | +0.7% | +1.3% |
| 1Y | +6.2% | +0.8% | +5.5% | +4.2% |
| 3Y | +37.0% | +31.1% | +5.8% | +22.1% |
| 5Y | +1.2% | +18.8% | -17.6% | -9.1% |
| 10Y | +272.2% | +147.9% | +124.3% | +142.7% |
| All | +422.5% | +101.5% | +321.0% | +256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling