-0.7%
PLD vs NOC
+65.6%
-66.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +1.3% | +4.8% | -3.5% | +0.6% |
| 30D | -1.4% | +11.0% | -12.4% | -3.1% |
| 3M | -8.2% | -3.8% | -4.4% | -7.7% |
| 6M | -8.0% | +0.6% | -8.7% | -8.4% |
| YTD | +3.2% | -2.3% | +5.4% | +2.6% |
| 1Y | +7.0% | +0.3% | +6.8% | +5.9% |
| 3Y | +38.3% | +24.6% | +13.7% | +29.2% |
| All | -0.7% | +65.6% | -66.3% | -15.0% |
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