-21.9%
NKE vs PLD
+237.0%
-259.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.0% |
| 7D | -2.3% | -0.7% | -1.6% | -2.0% |
| 30D | -10.4% | -2.2% | -8.1% | -9.4% |
| 3M | -15.5% | -7.4% | -8.1% | -12.4% |
| 6M | -32.6% | +1.9% | -34.5% | -33.6% |
| YTD | -39.8% | +7.9% | -47.7% | -42.4% |
| 1Y | -47.6% | +25.1% | -72.7% | -53.4% |
| 3Y | -59.0% | +21.9% | -80.9% | -63.9% |
| 5Y | -74.9% | +16.3% | -91.2% | -77.8% |
| 10Y | -21.9% | +249.9% | -271.8% | -55.7% |
| All | -21.9% | +237.0% | -259.0% | -55.7% |
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