+257.2%
PLD vs NYT
+540.3%
-283.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | +1.3% | +6.5% | -5.2% | -0.2% |
| 30D | -1.4% | +8.4% | -9.8% | -3.4% |
| 3M | -8.2% | +13.9% | -22.1% | -11.4% |
| 6M | -8.0% | -4.8% | -3.2% | -7.7% |
| YTD | +3.2% | +6.2% | -3.0% | +0.1% |
| 1Y | +7.0% | +14.3% | -7.2% | +1.9% |
| 3Y | +38.3% | +73.6% | -35.3% | +16.2% |
| 5Y | +0.2% | +60.6% | -60.5% | -16.6% |
| All | +257.2% | +540.3% | -283.1% | +147.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling