+19.6%
PLD vs NVD
-98.8%
+118.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.7% | -5.9% | +3.1% |
| 7D | +0.7% | +23.8% | -23.1% | +1.4% |
| 30D | +0.8% | +57.0% | -56.2% | +2.2% |
| 3M | -6.1% | +41.6% | -47.7% | -5.0% |
| 6M | -8.0% | +17.6% | -25.6% | -7.2% |
| YTD | +4.7% | -21.4% | +26.1% | +4.5% |
| 1Y | +7.2% | -23.3% | +30.5% | +7.0% |
| 3Y | +39.2% | -98.7% | +137.9% | +13.0% |
| All | +19.6% | -98.8% | +118.4% | -4.2% |
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