+359.6%
PLD vs SW
+755.0%
-395.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -2.4% | -5.1% | +2.7% | -2.0% |
| 30D | -2.4% | -4.6% | +2.2% | -2.1% |
| 3M | -3.8% | +9.4% | -13.2% | -4.6% |
| 6M | 0.0% | +3.5% | -3.5% | -0.5% |
| YTD | +9.2% | +22.0% | -12.8% | +7.3% |
| 1Y | +25.9% | +2.2% | +23.7% | +25.0% |
| 3Y | +21.3% | +19.6% | +1.7% | +18.6% |
| 5Y | +14.1% | -2.3% | +16.5% | +11.3% |
| 10Y | +237.9% | +181.4% | +56.5% | +208.9% |
| All | +359.6% | +755.0% | -395.4% | +296.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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