+240.3%
PLD vs NOC
+187.2%
+53.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -0.9% | -2.7% | +1.8% | -0.1% |
| 30D | -1.2% | -8.9% | +7.7% | +1.4% |
| 3M | -2.3% | -3.7% | +1.4% | -1.6% |
| 6M | +4.5% | -30.8% | +35.3% | +16.1% |
| YTD | +10.1% | -7.9% | +18.1% | +11.4% |
| 1Y | +25.9% | -9.4% | +35.3% | +27.7% |
| 3Y | +24.4% | +29.0% | -4.6% | +9.3% |
| 5Y | +15.5% | +56.1% | -40.6% | -9.0% |
| 10Y | +240.3% | +186.3% | +54.0% | +119.3% |
| All | +240.3% | +187.2% | +53.1% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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