+388.6%
PLD vs W
+214.9%
+173.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.2% | +6.1% | -1.1% |
| 7D | +0.4% | -5.6% | +6.0% | +1.0% |
| 30D | -0.1% | +7.5% | -7.6% | -1.2% |
| 3M | -7.9% | +5.4% | -13.4% | -8.9% |
| 6M | -7.0% | +79.4% | -86.4% | -15.1% |
| YTD | +3.1% | +12.9% | -9.9% | -1.2% |
| 1Y | +7.1% | +12.4% | -5.3% | +2.4% |
| 3Y | +32.9% | +128.5% | -95.6% | +10.1% |
| 5Y | +1.5% | -54.0% | +55.5% | -8.9% |
| 10Y | +245.9% | +248.8% | -2.9% | +126.7% |
| All | +388.6% | +214.9% | +173.7% | +219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling