+117.5%
PLD vs TW
+301.3%
-183.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +1.3% | +3.9% | -2.6% | +0.3% |
| 30D | -1.4% | +19.9% | -21.3% | -6.2% |
| 3M | -8.2% | +25.9% | -34.1% | -14.0% |
| 6M | -8.0% | +21.1% | -29.1% | -13.4% |
| YTD | +3.2% | +23.9% | -20.8% | -4.3% |
| 1Y | +7.0% | +21.2% | -14.2% | -0.1% |
| 3Y | +38.3% | +44.8% | -6.5% | +18.1% |
| 5Y | +0.2% | +41.4% | -41.2% | -16.5% |
| All | +117.5% | +301.3% | -183.8% | +38.7% |
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