+22.6%
PLD vs TW
+26.6%
-4.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -2.4% | -2.3% | -0.1% | -2.2% |
| 30D | -2.4% | +3.9% | -6.4% | -2.8% |
| 3M | -3.8% | +5.7% | -9.5% | -4.3% |
| 6M | 0.0% | -14.5% | +14.5% | +1.9% |
| YTD | +9.2% | -0.9% | +10.1% | +8.8% |
| 1Y | +25.9% | -13.5% | +39.4% | +28.0% |
| All | +22.6% | +26.6% | -4.1% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling