+33.3%
PLD vs TW
+39.9%
-6.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.2% |
| 7D | -0.8% | +4.2% | -5.0% | -1.1% |
| 30D | -0.3% | +18.9% | -19.2% | -1.4% |
| 3M | -8.0% | +23.8% | -31.8% | -9.3% |
| 6M | -9.8% | +17.0% | -26.8% | -10.6% |
| YTD | +1.8% | +19.2% | -17.4% | +0.2% |
| 1Y | +5.6% | +20.1% | -14.5% | +3.9% |
| 3Y | +33.3% | +40.5% | -7.2% | +38.3% |
| All | +33.3% | +39.9% | -6.7% | +38.3% |
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