+22.1%
PLD vs NOC
-9.0%
+31.0%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.2% | +0.8% | -1.9% | -1.2% |
| 30D | -3.5% | -9.7% | +6.2% | -2.9% |
| 3M | -7.1% | -5.6% | -1.5% | -6.6% |
| 6M | +2.6% | -28.6% | +31.1% | +4.4% |
| YTD | +8.0% | -7.9% | +15.8% | +8.0% |
| 1Y | +22.1% | -9.5% | +31.6% | +20.3% |
| All | +22.1% | -9.0% | +31.0% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling