+38.3%
PLD vs NSC
+77.7%
-39.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.9% |
| 7D | +1.3% | +2.5% | -1.1% | +0.1% |
| 30D | -1.4% | +1.7% | -3.1% | -2.3% |
| 3M | -8.2% | -2.6% | -5.6% | -7.2% |
| 6M | -8.0% | +6.4% | -14.4% | -11.5% |
| YTD | +3.2% | +15.5% | -12.3% | -5.3% |
| 1Y | +7.0% | +17.6% | -10.6% | -2.7% |
| 3Y | +38.3% | +75.0% | -36.7% | -2.0% |
| All | +38.3% | +77.7% | -39.5% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling