+3.9%
PLD vs NVTS
-31.6%
+35.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +3.9% | -0.9% |
| 7D | 0.0% | +21.6% | -21.6% | -0.9% |
| 30D | -3.7% | -8.5% | +4.8% | -3.6% |
| 3M | -7.9% | -31.4% | +23.4% | -6.8% |
| 6M | -9.2% | -50.3% | +41.1% | -7.6% |
| YTD | +3.1% | +33.9% | -30.8% | -1.6% |
| 1Y | +6.2% | +10.6% | -4.4% | +2.2% |
| 3Y | +35.4% | +52.7% | -17.3% | +21.3% |
| 5Y | +0.1% | -48.5% | +48.6% | -10.8% |
| All | +3.9% | -31.6% | +35.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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