+240.3%
PLD vs NSC
+326.8%
-86.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -0.9% | -1.5% | +0.7% | -0.1% |
| 30D | -1.2% | -1.9% | +0.7% | -0.3% |
| 3M | -2.3% | +6.2% | -8.5% | -5.4% |
| 6M | +4.5% | +9.2% | -4.7% | -0.5% |
| YTD | +10.1% | +15.0% | -4.9% | +2.1% |
| 1Y | +25.9% | +21.1% | +4.8% | +13.8% |
| 3Y | +24.4% | +78.6% | -54.2% | -8.3% |
| 5Y | +15.5% | +45.9% | -30.4% | -7.4% |
| 10Y | +240.3% | +326.9% | -86.6% | +75.4% |
| All | +240.3% | +326.8% | -86.5% | +75.4% |
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