+130.3%
PLD vs TW
+221.1%
-90.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -2.4% | -2.3% | -0.1% | -1.8% |
| 30D | -2.4% | +3.9% | -6.4% | -3.5% |
| 3M | -3.8% | +5.7% | -9.5% | -5.9% |
| 6M | 0.0% | -14.5% | +14.5% | +3.8% |
| YTD | +9.2% | -0.9% | +10.1% | +7.9% |
| 1Y | +25.9% | -13.5% | +39.4% | +29.5% |
| 3Y | +21.3% | +25.0% | -3.7% | +7.3% |
| 5Y | +14.1% | +22.7% | -8.6% | -1.3% |
| All | +130.3% | +221.1% | -90.8% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling