+16.2%
PLD vs RDW
-13.0%
+29.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | -2.8% | +4.8% | -7.7% | -3.1% |
| 30D | -3.6% | -19.5% | +15.9% | -2.4% |
| 3M | -7.1% | -26.9% | +19.8% | -5.9% |
| 6M | +0.2% | +17.8% | -17.5% | -3.4% |
| YTD | +6.9% | +43.0% | -36.1% | +0.2% |
| 1Y | +25.0% | +32.1% | -7.0% | +16.6% |
| 3Y | +20.8% | +250.6% | -229.9% | -3.3% |
| 5Y | +16.2% | -6.6% | +22.8% | -7.2% |
| All | +16.2% | -13.0% | +29.2% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling