+5.5%
PLD vs NVTS
-31.5%
+36.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.3% | -8.4% | +2.3% |
| 7D | +0.7% | +20.8% | -20.1% | -0.3% |
| 30D | +0.8% | -11.1% | +12.0% | +1.1% |
| 3M | -6.1% | -31.0% | +24.9% | -4.9% |
| 6M | -8.0% | -47.4% | +39.3% | -6.8% |
| YTD | +4.7% | +34.2% | -29.5% | -0.1% |
| 1Y | +7.2% | +22.2% | -15.0% | +2.5% |
| 3Y | +39.2% | +68.4% | -29.1% | +23.5% |
| 5Y | +1.9% | -39.0% | +40.9% | -9.8% |
| All | +5.5% | -31.5% | +36.9% | -7.5% |
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