+9.3%
PLD vs NYT
+16.5%
-7.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.8% |
| 7D | +4.9% | -3.9% | +8.8% | +5.2% |
| 30D | +2.6% | +4.3% | -1.7% | +2.3% |
| 3M | -4.8% | -11.7% | +7.0% | -4.0% |
| 6M | -3.9% | -14.4% | +10.5% | -3.1% |
| YTD | +5.3% | -3.0% | +8.4% | +4.5% |
| 1Y | +9.3% | +16.5% | -7.3% | +6.3% |
| All | +9.3% | +16.5% | -7.3% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling