+243.5%
PLD vs NTRA
+3,199.2%
-2,955.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -3.5% | +4.1% | -7.6% | -4.0% |
| 3M | -7.1% | +50.0% | -57.1% | -11.9% |
| 6M | +2.6% | +67.3% | -64.7% | -4.5% |
| YTD | +8.0% | +43.6% | -35.6% | +2.1% |
| 1Y | +22.1% | +89.2% | -67.2% | +11.4% |
| 3Y | +22.3% | +502.5% | -480.3% | -4.4% |
| 5Y | +17.3% | +173.8% | -156.4% | -5.0% |
| All | +243.5% | +3,199.2% | -2,955.7% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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