+256.8%
PLD vs NOC
+158.6%
+98.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +2.0% |
| 7D | +0.7% | -2.9% | +3.6% | +1.5% |
| 30D | +0.8% | +12.1% | -11.3% | -2.7% |
| 3M | -6.1% | -5.3% | -0.9% | -4.9% |
| 6M | -8.0% | -1.0% | -7.0% | -8.3% |
| YTD | +4.7% | -4.3% | +9.0% | +4.4% |
| 1Y | +7.2% | -3.6% | +10.9% | +6.7% |
| 3Y | +39.2% | +22.9% | +16.3% | +24.8% |
| 5Y | +1.9% | +60.4% | -58.5% | -20.3% |
| 10Y | +256.8% | +161.3% | +95.5% | +139.4% |
| All | +256.8% | +158.6% | +98.1% | +139.4% |
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