+373.6%
PLD vs NTRA
+1,672.7%
-1,299.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +1.3% | +2.7% | -1.4% | +1.1% |
| 30D | -1.4% | -19.2% | +17.8% | +0.6% |
| 3M | -8.2% | +2.7% | -10.8% | -8.8% |
| 6M | -8.0% | +63.4% | -71.4% | -13.5% |
| YTD | +3.2% | +39.3% | -36.1% | -1.9% |
| 1Y | +7.0% | +59.0% | -52.0% | +0.3% |
| 3Y | +38.3% | +557.4% | -519.1% | +10.1% |
| 5Y | +0.2% | +177.4% | -177.2% | -17.4% |
| 10Y | +268.3% | +2,761.8% | -2,493.5% | +146.8% |
| All | +373.6% | +1,672.7% | -1,299.1% | +215.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling