+272.4%
PLD vs NSC
+300.6%
-28.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.7% |
| 7D | +0.8% | -3.4% | +4.2% | +2.5% |
| 30D | +0.5% | +3.6% | -3.1% | -1.4% |
| 3M | -5.5% | -1.4% | -4.1% | -5.0% |
| 6M | -8.3% | +6.0% | -14.3% | -11.4% |
| YTD | +4.3% | +15.5% | -11.2% | -3.6% |
| 1Y | +7.4% | +16.2% | -8.8% | -1.1% |
| 3Y | +37.1% | +76.9% | -39.9% | +1.2% |
| 5Y | +1.3% | +29.3% | -28.0% | -14.2% |
| All | +272.4% | +300.6% | -28.2% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling