-0.7%
PLD vs TW
+41.2%
-42.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +1.3% | +3.9% | -2.6% | +0.4% |
| 30D | -1.4% | +19.9% | -21.3% | -5.5% |
| 3M | -8.2% | +25.9% | -34.1% | -13.2% |
| 6M | -8.0% | +21.1% | -29.1% | -12.5% |
| YTD | +3.2% | +23.9% | -20.8% | -3.4% |
| 1Y | +7.0% | +21.2% | -14.2% | +0.9% |
| 3Y | +38.3% | +44.8% | -6.5% | +17.1% |
| All | -0.7% | +41.2% | -42.0% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling