+15.2%
PLD vs NOC
+53.6%
-38.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.3% |
| 7D | -2.4% | -5.2% | +2.8% | -1.6% |
| 30D | -2.4% | -7.2% | +4.8% | -1.3% |
| 3M | -3.8% | -5.1% | +1.3% | -3.2% |
| 6M | 0.0% | -31.1% | +31.1% | +5.9% |
| YTD | +9.2% | -8.6% | +17.8% | +10.0% |
| 1Y | +25.9% | -9.7% | +35.6% | +26.9% |
| 3Y | +21.3% | +24.3% | -3.0% | +13.4% |
| All | +15.2% | +53.6% | -38.4% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling