+257.1%
PLD vs NTAP
+597.4%
-340.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.4% |
| 7D | -0.9% | +3.3% | -4.1% | -1.6% |
| 30D | -1.2% | -0.2% | -1.0% | -1.3% |
| 3M | -2.3% | +11.4% | -13.7% | -5.4% |
| 6M | +4.5% | +88.7% | -84.2% | -13.3% |
| YTD | +10.1% | +78.9% | -68.8% | -7.6% |
| 1Y | +25.9% | +58.8% | -32.9% | +8.8% |
| 3Y | +24.4% | +153.5% | -129.1% | -8.9% |
| 5Y | +15.5% | +136.7% | -121.3% | -15.5% |
| All | +257.1% | +597.4% | -340.2% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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