-47.6%
NKE vs PLD
+23.6%
-71.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -12.5% |
| 6M | -32.6% | +1.9% | -34.5% | -34.0% |
| YTD | -39.8% | +7.9% | -47.7% | -42.7% |
| 1Y | -47.6% | +25.1% | -72.7% | -54.0% |
| All | -47.6% | +23.6% | -71.2% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling