+249.9%
PLD vs WY
+5.8%
+244.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -0.7% | -1.7% | +1.0% | +0.2% |
| 30D | -2.2% | -9.9% | +7.6% | +3.0% |
| 3M | -7.4% | -7.5% | +0.1% | -4.3% |
| 6M | +1.9% | -5.1% | +7.1% | +3.7% |
| YTD | +7.9% | -2.1% | +10.0% | +7.6% |
| 1Y | +25.1% | -7.3% | +32.4% | +27.9% |
| 3Y | +21.9% | -22.6% | +44.5% | +36.9% |
| 5Y | +16.3% | -19.8% | +36.1% | +27.7% |
| 10Y | +249.9% | +9.6% | +240.3% | +198.6% |
| All | +249.9% | +5.8% | +244.1% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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