+332.4%
NEM vs PLD
+248.8%
+83.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.7% |
| 7D | +14.7% | +0.7% | +14.0% | +14.5% |
| 30D | +6.2% | +0.8% | +5.4% | +5.9% |
| 3M | +11.0% | -6.1% | +17.1% | +13.0% |
| 6M | +7.9% | -8.0% | +15.9% | +10.2% |
| YTD | +26.2% | +4.7% | +21.5% | +24.2% |
| 1Y | +51.5% | +7.2% | +44.3% | +48.2% |
| 3Y | +290.6% | +39.2% | +251.4% | +250.0% |
| 5Y | +153.1% | +1.9% | +151.2% | +141.7% |
| 10Y | +332.4% | +256.8% | +75.6% | +146.2% |
| All | +332.4% | +248.8% | +83.6% | +146.2% |
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