+240.1%
PLD vs WTW
+197.9%
+42.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.2% |
| 7D | -2.8% | -7.8% | +4.9% | +0.7% |
| 30D | -3.6% | -7.9% | +4.2% | -0.2% |
| 3M | -7.1% | +19.9% | -27.1% | -15.0% |
| 6M | +0.2% | +9.8% | -9.6% | -5.4% |
| YTD | +6.9% | -3.3% | +10.2% | +6.3% |
| 1Y | +25.0% | -3.3% | +28.3% | +24.0% |
| 3Y | +20.8% | +61.5% | -40.8% | -10.7% |
| 5Y | +16.2% | +42.6% | -26.4% | -9.1% |
| All | +240.1% | +197.9% | +42.3% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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