+1,763.2%
PLD vs NTRS
+990.2%
+772.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.3% |
| 7D | -0.9% | +1.7% | -2.5% | -1.7% |
| 30D | -1.2% | +0.1% | -1.3% | -1.4% |
| 3M | -2.3% | +9.8% | -12.1% | -7.1% |
| 6M | +4.5% | +34.7% | -30.1% | -10.9% |
| YTD | +10.1% | +37.4% | -27.2% | -7.7% |
| 1Y | +25.9% | +48.2% | -22.3% | +1.1% |
| 3Y | +24.4% | +163.5% | -139.1% | -27.4% |
| 5Y | +15.5% | +88.2% | -72.8% | -23.0% |
| 10Y | +240.3% | +246.8% | -6.6% | +46.1% |
| All | +1,763.2% | +990.2% | +772.9% | +530.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling