+66.0%
PLD vs RDW
-0.7%
+66.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | -1.2% | +0.9% | -2.0% | -1.2% |
| 30D | -3.5% | -21.3% | +17.7% | -2.2% |
| 3M | -7.1% | -37.9% | +30.8% | -4.9% |
| 6M | +2.6% | +12.3% | -9.7% | -0.8% |
| YTD | +8.0% | +39.7% | -31.8% | +1.4% |
| 1Y | +22.1% | +25.7% | -3.6% | +14.3% |
| 3Y | +22.3% | +230.8% | -208.6% | -1.1% |
| 5Y | +17.3% | -8.8% | +26.1% | -5.2% |
| All | +66.0% | -0.7% | +66.8% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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