+156.8%
PLD vs NTR
+81.1%
+75.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.3% | -0.3% | +1.7% | +1.4% |
| 30D | -1.4% | +2.0% | -3.3% | -1.9% |
| 3M | -8.2% | +6.4% | -14.6% | -9.7% |
| 6M | -8.0% | +1.6% | -9.6% | -8.9% |
| YTD | +3.2% | +18.2% | -15.1% | -2.8% |
| 1Y | +7.0% | +23.9% | -16.9% | -0.6% |
| 3Y | +38.3% | +44.7% | -6.4% | +20.9% |
| 5Y | +0.2% | +21.3% | -21.1% | -12.9% |
| All | +156.8% | +81.1% | +75.7% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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