+522.5%
NEM vs PLD
+1,708.5%
-1,186.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.3% | -2.4% | +2.7% | +0.8% |
| 30D | +23.1% | -2.4% | +25.5% | +23.7% |
| 3M | +18.5% | -3.8% | +22.3% | +19.2% |
| 6M | +7.8% | 0.0% | +7.8% | +7.7% |
| YTD | +29.1% | +9.2% | +19.9% | +26.7% |
| 1Y | +72.7% | +25.9% | +46.8% | +64.7% |
| 3Y | +248.7% | +21.3% | +227.4% | +232.3% |
| 5Y | +148.7% | +14.1% | +134.6% | +137.1% |
| 10Y | +304.8% | +237.9% | +66.9% | +210.5% |
| All | +522.5% | +1,708.5% | -1,186.0% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling