+1,747.8%
PLD vs WY
+196.4%
+1,551.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.2% |
| 7D | -2.4% | -1.7% | -0.7% | -1.5% |
| 30D | -2.4% | -10.1% | +7.7% | +3.3% |
| 3M | -3.8% | -5.1% | +1.3% | -1.8% |
| 6M | 0.0% | -4.8% | +4.8% | +1.7% |
| YTD | +9.2% | -0.2% | +9.5% | +7.8% |
| 1Y | +25.9% | -6.6% | +32.5% | +28.3% |
| 3Y | +21.3% | -22.7% | +44.0% | +37.1% |
| 5Y | +14.1% | -22.2% | +36.3% | +27.2% |
| 10Y | +237.9% | +7.3% | +230.6% | +180.8% |
| All | +1,747.8% | +196.4% | +1,551.4% | +847.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling