+343.1%
PLD vs SW
+743.1%
-400.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.5% |
| 7D | +4.9% | +12.1% | -7.1% | +4.1% |
| 30D | +2.6% | +6.6% | -4.0% | +2.1% |
| 3M | -4.8% | -6.0% | +1.2% | -4.4% |
| 6M | -3.9% | +21.5% | -25.4% | -5.4% |
| YTD | +5.3% | +20.3% | -15.0% | +3.5% |
| 1Y | +9.3% | +28.1% | -18.9% | +6.9% |
| 3Y | +35.8% | +51.6% | -15.8% | +31.3% |
| 5Y | +2.9% | -0.1% | +3.1% | +0.3% |
| 10Y | +253.4% | +189.7% | +63.7% | +223.0% |
| All | +343.1% | +743.1% | -400.0% | +282.2% |
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