+1,747.8%
PLD vs NOC
+1,836.3%
-88.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.2% |
| 7D | -2.4% | -5.2% | +2.8% | -0.4% |
| 30D | -2.4% | -7.2% | +4.8% | +0.3% |
| 3M | -3.8% | -5.1% | +1.3% | -2.3% |
| 6M | 0.0% | -31.1% | +31.1% | +14.6% |
| YTD | +9.2% | -8.6% | +17.8% | +11.3% |
| 1Y | +25.9% | -9.7% | +35.6% | +28.6% |
| 3Y | +21.3% | +24.3% | -3.0% | +5.8% |
| 5Y | +14.1% | +52.6% | -38.5% | -11.5% |
| 10Y | +237.9% | +183.6% | +54.3% | +93.2% |
| All | +1,747.8% | +1,836.3% | -88.4% | +384.5% |
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