+159.6%
PLD vs NTR
+82.2%
+77.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -1.8% | +5.4% | -7.2% | -3.1% |
| 3M | -6.0% | +7.3% | -13.4% | -7.8% |
| 6M | -8.4% | +2.2% | -10.6% | -9.3% |
| YTD | +4.2% | +18.9% | -14.7% | -2.0% |
| 1Y | +6.2% | +23.7% | -17.5% | -1.3% |
| 3Y | +37.0% | +47.5% | -10.5% | +19.1% |
| 5Y | +1.2% | +22.0% | -20.9% | -12.2% |
| All | +159.6% | +82.2% | +77.4% | +72.6% |
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