+19.2%
PLD vs NVD
-98.6%
+117.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.9% | -11.2% | -0.1% |
| 7D | +0.8% | +43.9% | -43.1% | +1.9% |
| 30D | +0.5% | +74.0% | -73.6% | +2.1% |
| 3M | -5.5% | +48.3% | -53.8% | -4.2% |
| 6M | -8.3% | +30.3% | -38.7% | -7.2% |
| YTD | +4.3% | -12.9% | +17.2% | +4.4% |
| 1Y | +7.4% | -4.0% | +11.4% | +8.0% |
| 3Y | +37.1% | -98.5% | +135.5% | +12.5% |
| All | +19.2% | -98.6% | +117.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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