-58.2%
NKE vs PLD
+23.3%
-81.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | -0.1% | -0.9% | +0.8% | +0.3% |
| 30D | -7.7% | -1.2% | -6.5% | -7.2% |
| 3M | -10.9% | -2.3% | -8.6% | -10.1% |
| 6M | -31.9% | +4.5% | -36.4% | -33.6% |
| YTD | -38.6% | +10.1% | -48.8% | -41.7% |
| 1Y | -46.9% | +25.9% | -72.8% | -52.7% |
| 3Y | -58.2% | +24.4% | -82.6% | -63.6% |
| All | -58.2% | +23.3% | -81.5% | -63.6% |
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