+120.7%
PLD vs TW
+287.8%
-167.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +0.7% | +3.4% | -2.7% | -0.2% |
| 30D | +0.8% | +15.5% | -14.6% | -3.1% |
| 3M | -6.1% | +25.1% | -31.3% | -11.9% |
| 6M | -8.0% | +18.2% | -26.2% | -12.8% |
| YTD | +4.7% | +19.7% | -15.1% | -2.0% |
| 1Y | +7.2% | +18.1% | -10.9% | +0.7% |
| 3Y | +39.2% | +40.5% | -1.3% | +19.9% |
| 5Y | +1.9% | +37.1% | -35.2% | -14.3% |
| All | +120.7% | +287.8% | -167.1% | +42.1% |
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