+132.2%
PLD vs TW
+211.4%
-79.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.7% |
| 7D | -0.9% | -3.5% | +2.6% | +0.1% |
| 30D | -1.2% | +0.5% | -1.7% | -1.4% |
| 3M | -2.3% | +4.9% | -7.2% | -4.3% |
| 6M | +4.5% | -17.1% | +21.6% | +9.3% |
| YTD | +10.1% | -3.9% | +14.0% | +9.7% |
| 1Y | +25.9% | -13.3% | +39.1% | +29.2% |
| 3Y | +24.4% | +20.9% | +3.5% | +11.1% |
| 5Y | +15.5% | +20.5% | -5.1% | +0.3% |
| All | +132.2% | +211.4% | -79.2% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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