+168.8%
PLD vs NTR
+97.9%
+70.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -3.5% | +16.8% | -20.3% | -7.2% |
| 3M | -7.1% | +20.7% | -27.8% | -11.5% |
| 6M | +2.6% | +0.5% | +2.0% | +1.5% |
| YTD | +8.0% | +29.2% | -21.2% | -0.3% |
| 1Y | +22.1% | +39.6% | -17.5% | +9.9% |
| 3Y | +22.3% | +37.9% | -15.6% | +8.7% |
| 5Y | +17.3% | +47.1% | -29.7% | -3.7% |
| All | +168.8% | +97.9% | +70.9% | +75.5% |
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