+250.5%
NEM vs PLD
+36.4%
+214.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -6.4% | +1.3% | -7.8% | -6.8% |
| 30D | +1.4% | -1.4% | +2.8% | +1.9% |
| 3M | -0.7% | -8.2% | +7.4% | +2.2% |
| 6M | -4.5% | -8.0% | +3.5% | -2.1% |
| YTD | +14.0% | +3.2% | +10.9% | +12.6% |
| 1Y | +27.3% | +7.0% | +20.3% | +24.3% |
| 3Y | +250.5% | +38.3% | +212.2% | +189.2% |
| All | +250.5% | +36.4% | +214.1% | +189.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling