+256.8%
PLD vs W
+268.4%
-11.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.6% | -1.8% | +2.2% |
| 7D | +0.7% | +3.3% | -2.6% | +0.2% |
| 30D | +0.8% | +10.5% | -9.7% | -0.7% |
| 3M | -6.1% | +9.6% | -15.8% | -7.6% |
| 6M | -8.0% | +76.4% | -84.4% | -16.5% |
| YTD | +4.7% | +16.4% | -11.7% | -0.4% |
| 1Y | +7.2% | +9.3% | -2.1% | +2.6% |
| 3Y | +39.2% | +172.8% | -133.6% | +10.8% |
| 5Y | +1.9% | -53.4% | +55.3% | -9.3% |
| 10Y | +256.8% | +243.6% | +13.1% | +143.0% |
| All | +256.8% | +268.4% | -11.7% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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