+245.4%
NEE vs PLD
+238.6%
+6.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.1% |
| 7D | +1.1% | -0.9% | +1.9% | +1.5% |
| 30D | -0.2% | -1.2% | +1.0% | +0.3% |
| 3M | +0.5% | -2.3% | +2.8% | +1.2% |
| 6M | -6.5% | +4.5% | -11.0% | -9.0% |
| YTD | +6.7% | +10.1% | -3.4% | +1.0% |
| 1Y | +23.6% | +25.9% | -2.3% | +9.4% |
| 3Y | +37.1% | +24.4% | +12.7% | +18.2% |
| 5Y | +10.9% | +15.5% | -4.5% | -3.3% |
| 10Y | +245.4% | +240.3% | +5.1% | +70.7% |
| All | +245.4% | +238.6% | +6.8% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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