+1,747.8%
PLD vs NSC
+1,846.5%
-98.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | -2.4% | -5.5% | +3.1% | +0.1% |
| 30D | -2.4% | -3.2% | +0.8% | -1.0% |
| 3M | -3.8% | +7.7% | -11.5% | -7.2% |
| 6M | 0.0% | +4.5% | -4.5% | -2.5% |
| YTD | +9.2% | +15.6% | -6.3% | +1.6% |
| 1Y | +25.9% | +19.8% | +6.1% | +15.2% |
| 3Y | +21.3% | +70.1% | -48.8% | -6.5% |
| 5Y | +14.1% | +46.1% | -32.0% | -6.7% |
| 10Y | +237.9% | +328.1% | -90.2% | +61.7% |
| All | +1,747.8% | +1,846.5% | -98.6% | +464.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling