+831.2%
PLD vs NRG
+1,589.2%
-757.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -2.9% |
| 7D | -2.4% | +7.1% | -9.5% | -4.8% |
| 30D | -2.4% | -1.4% | -1.0% | -2.3% |
| 3M | -3.8% | -10.5% | +6.7% | -1.9% |
| 6M | 0.0% | -26.7% | +26.8% | +8.3% |
| YTD | +9.2% | -24.5% | +33.8% | +16.0% |
| 1Y | +25.9% | -18.6% | +44.5% | +28.6% |
| 3Y | +21.3% | +227.1% | -205.8% | -32.4% |
| 5Y | +14.1% | +198.8% | -184.6% | -36.2% |
| 10Y | +237.9% | +1,122.3% | -884.4% | -4.5% |
| All | +831.2% | +1,589.2% | -757.9% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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