+2.6%
PLD vs NVTS
-38.4%
+41.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.5% | -10.8% | -1.7% |
| 7D | -0.8% | +1.5% | -2.3% | -1.0% |
| 30D | -0.3% | -23.8% | +23.5% | +0.7% |
| 3M | -8.0% | -30.6% | +22.5% | -6.9% |
| 6M | -9.8% | -48.4% | +38.6% | -8.5% |
| YTD | +1.8% | +20.6% | -18.8% | -2.4% |
| 1Y | +5.6% | -2.5% | +8.1% | +2.0% |
| 3Y | +33.3% | +44.0% | -10.7% | +19.4% |
| 5Y | +0.3% | -42.6% | +42.9% | -11.0% |
| All | +2.6% | -38.4% | +41.0% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling