+423.4%
NFLX vs PLD
+248.8%
+174.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | -0.2% |
| 7D | +2.6% | +0.7% | +1.9% | +2.3% |
| 30D | -9.0% | +0.8% | -9.9% | -9.4% |
| 3M | -13.7% | -6.1% | -7.6% | -11.9% |
| 6M | -26.9% | -8.0% | -18.9% | -25.0% |
| YTD | -31.8% | +4.7% | -36.5% | -33.5% |
| 1Y | -42.1% | +7.2% | -49.3% | -44.0% |
| 3Y | +47.0% | +39.2% | +7.7% | +22.6% |
| 5Y | -2.5% | +1.9% | -4.4% | -9.1% |
| 10Y | +423.4% | +256.8% | +166.6% | +185.3% |
| All | +423.4% | +248.8% | +174.6% | +185.3% |
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 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