+272.2%
PLD vs W
+224.5%
+47.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | -1.0% | -7.4% | +6.4% | 0.0% |
| 30D | -1.8% | +7.8% | -9.7% | -3.0% |
| 3M | -6.0% | +10.9% | -16.9% | -7.7% |
| 6M | -8.4% | +86.4% | -94.8% | -17.4% |
| YTD | +4.2% | +14.0% | -9.7% | -0.6% |
| 1Y | +6.2% | +3.5% | +2.7% | +2.4% |
| 3Y | +37.0% | +164.8% | -127.8% | +9.4% |
| 5Y | +1.2% | -53.1% | +54.3% | -10.0% |
| 10Y | +272.2% | +220.4% | +51.8% | +145.4% |
| All | +272.2% | +224.5% | +47.7% | +145.4% |
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