+249.9%
PLD vs NVS
+177.6%
+72.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -0.7% | -15.4% | +14.7% | +7.1% |
| 30D | -2.2% | -12.3% | +10.1% | +3.1% |
| 3M | -7.4% | -7.8% | +0.4% | -5.1% |
| 6M | +1.9% | -13.0% | +14.9% | +7.6% |
| YTD | +7.9% | +2.8% | +5.1% | +4.0% |
| 1Y | +25.1% | +10.6% | +14.5% | +15.4% |
| 3Y | +21.9% | +55.1% | -33.2% | -8.5% |
| 5Y | +16.3% | +91.7% | -75.4% | -24.6% |
| 10Y | +249.9% | +181.2% | +68.7% | +113.3% |
| All | +249.9% | +177.6% | +72.3% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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