+743.8%
NKE vs PLD
+1,708.5%
-964.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | -2.0% | -2.4% | +0.4% | -1.2% |
| 30D | -8.6% | -2.4% | -6.2% | -7.9% |
| 3M | -11.0% | -3.8% | -7.2% | -10.0% |
| 6M | -33.2% | 0.0% | -33.3% | -33.4% |
| YTD | -38.1% | +9.2% | -47.4% | -40.1% |
| 1Y | -47.4% | +25.9% | -73.3% | -51.3% |
| 3Y | -59.8% | +21.3% | -81.1% | -62.7% |
| 5Y | -74.2% | +14.1% | -88.4% | -75.8% |
| 10Y | -23.5% | +237.9% | -261.3% | -49.0% |
| All | +743.8% | +1,708.5% | -964.7% | +181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling