+267.4%
PLD vs WMB
+265.8%
+1.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.8% |
| 7D | +0.8% | -6.9% | +7.7% | +2.8% |
| 30D | +0.5% | -7.2% | +7.6% | +2.5% |
| 3M | -5.5% | -5.4% | -0.1% | -4.4% |
| 6M | -8.3% | -4.9% | -3.5% | -7.7% |
| YTD | +4.3% | +14.7% | -10.4% | -1.2% |
| 1Y | +7.4% | +14.7% | -7.3% | +1.7% |
| 3Y | +37.1% | +116.4% | -79.3% | +5.0% |
| 5Y | +1.3% | +198.5% | -197.2% | -29.7% |
| 10Y | +267.4% | +266.3% | +1.1% | +123.6% |
| All | +267.4% | +265.8% | +1.6% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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