+1,621.7%
PLD vs WY
+170.2%
+1,451.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | +0.4% |
| 7D | -0.8% | +3.1% | -3.9% | -2.6% |
| 30D | -0.3% | +13.0% | -13.2% | -7.1% |
| 3M | -8.0% | -16.8% | +8.8% | +1.0% |
| 6M | -9.8% | -11.2% | +1.4% | -5.2% |
| YTD | +1.8% | -9.1% | +10.9% | +5.0% |
| 1Y | +5.6% | -4.8% | +10.4% | +5.9% |
| 3Y | +33.3% | -25.3% | +58.5% | +52.3% |
| 5Y | +0.3% | -33.2% | +33.5% | +21.2% |
| 10Y | +241.6% | +6.6% | +235.0% | +182.9% |
| All | +1,621.7% | +170.2% | +1,451.6% | +823.0% |
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