+1,621.7%
PLD vs NOC
+1,874.0%
-252.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.8% | -5.8% | +5.0% | +1.4% |
| 30D | -0.3% | +10.9% | -11.2% | -4.4% |
| 3M | -8.0% | -7.1% | -0.9% | -5.8% |
| 6M | -9.8% | -5.3% | -4.5% | -8.7% |
| YTD | +1.8% | -6.8% | +8.6% | +2.6% |
| 1Y | +5.6% | -6.7% | +12.3% | +6.3% |
| 3Y | +33.3% | +17.2% | +16.1% | +19.3% |
| 5Y | +0.3% | +56.3% | -56.0% | -22.9% |
| 10Y | +241.6% | +173.7% | +67.9% | +97.9% |
| All | +1,621.7% | +1,874.0% | -252.2% | +346.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling