-74.0%
NKE vs PLD
+16.6%
-90.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | -0.1% | -0.9% | +0.8% | +0.4% |
| 30D | -7.7% | -1.2% | -6.5% | -7.1% |
| 3M | -10.9% | -2.3% | -8.6% | -10.1% |
| 6M | -31.9% | +4.5% | -36.4% | -33.8% |
| YTD | -38.6% | +10.1% | -48.8% | -42.0% |
| 1Y | -46.9% | +25.9% | -72.8% | -53.3% |
| 3Y | -58.2% | +24.4% | -82.6% | -64.0% |
| 5Y | -74.0% | +15.5% | -89.5% | -77.8% |
| All | -74.0% | +16.6% | -90.6% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling