+267.4%
PLD vs W
+228.8%
+38.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.1% |
| 7D | +0.8% | +1.1% | -0.3% | +0.6% |
| 30D | +0.5% | +6.4% | -5.9% | -0.5% |
| 3M | -5.5% | +9.0% | -14.5% | -6.9% |
| 6M | -8.3% | +69.8% | -78.1% | -16.4% |
| YTD | +4.3% | +12.1% | -7.8% | -0.3% |
| 1Y | +7.4% | 0.0% | +7.4% | +4.1% |
| 3Y | +37.1% | +160.3% | -123.3% | +9.7% |
| 5Y | +1.3% | -53.3% | +54.6% | -9.8% |
| 10Y | +267.4% | +217.0% | +50.5% | +143.1% |
| All | +267.4% | +228.8% | +38.6% | +143.1% |
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