+243.5%
PLD vs NTRS
+259.9%
-16.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -1.2% | +1.4% | -2.5% | -1.7% |
| 30D | -3.5% | -0.7% | -2.9% | -3.4% |
| 3M | -7.1% | +11.3% | -18.4% | -11.0% |
| 6M | +2.6% | +35.5% | -33.0% | -9.2% |
| YTD | +8.0% | +40.6% | -32.6% | -6.3% |
| 1Y | +22.1% | +49.2% | -27.2% | +3.3% |
| 3Y | +22.3% | +167.2% | -144.9% | -18.7% |
| 5Y | +17.3% | +94.9% | -77.6% | -14.4% |
| All | +243.5% | +259.9% | -16.4% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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