+261.0%
PLD vs NTRA
+2,768.3%
-2,507.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.4% |
| 7D | -1.0% | -18.2% | +17.2% | +1.2% |
| 30D | -1.8% | -19.6% | +17.8% | +0.4% |
| 3M | -6.0% | +2.3% | -8.3% | -6.7% |
| 6M | -8.4% | +60.6% | -69.0% | -14.4% |
| YTD | +4.2% | +39.6% | -35.4% | -1.5% |
| 1Y | +6.2% | +54.7% | -48.5% | -1.0% |
| 3Y | +37.0% | +584.3% | -547.3% | +5.0% |
| 5Y | +1.2% | +182.5% | -181.3% | -18.7% |
| All | +261.0% | +2,768.3% | -2,507.4% | +119.5% |
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