+231.7%
PLD vs NTAP
+591.8%
-360.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.8% | -15.1% | +14.3% | +2.8% |
| 30D | -0.3% | -28.1% | +27.8% | +7.2% |
| 3M | -8.0% | -11.4% | +3.4% | -6.3% |
| 6M | -9.8% | +52.2% | -62.0% | -21.3% |
| YTD | +1.8% | +60.4% | -58.6% | -13.0% |
| 1Y | +5.6% | +51.0% | -45.4% | -8.4% |
| 3Y | +33.3% | +135.6% | -102.3% | -1.5% |
| 5Y | +0.3% | +107.5% | -107.2% | -24.6% |
| All | +231.7% | +591.8% | -360.1% | +89.6% |
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