+243.5%
PLD vs NYT
+489.9%
-246.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -3.5% | +4.6% | -8.1% | -4.6% |
| 3M | -7.1% | -9.6% | +2.5% | -5.3% |
| 6M | +2.6% | -14.0% | +16.6% | +5.6% |
| YTD | +8.0% | -2.8% | +10.8% | +7.5% |
| 1Y | +22.1% | +15.6% | +6.5% | +16.0% |
| 3Y | +22.3% | +56.3% | -34.0% | +5.9% |
| 5Y | +17.3% | +39.5% | -22.2% | +1.2% |
| All | +243.5% | +489.9% | -246.4% | +159.8% |
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