+324.0%
NEM vs PLD
+236.3%
+87.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +13.4% | -0.8% | +14.2% | +13.7% |
| 30D | +6.5% | -0.3% | +6.8% | +6.5% |
| 3M | +14.9% | -8.0% | +23.0% | +17.7% |
| 6M | +5.5% | -9.8% | +15.3% | +8.4% |
| YTD | +21.9% | +1.8% | +20.1% | +21.0% |
| 1Y | +47.9% | +5.6% | +42.3% | +45.3% |
| 3Y | +238.2% | +33.3% | +204.9% | +207.2% |
| 5Y | +146.2% | +0.3% | +145.9% | +136.3% |
| All | +324.0% | +236.3% | +87.7% | +176.6% |
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