+1,747.8%
PLD vs NYT
+225.2%
+1,522.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | -2.4% | +2.7% | -5.2% | -3.5% |
| 3M | -3.8% | -10.3% | +6.5% | -0.6% |
| 6M | 0.0% | -16.6% | +16.6% | +5.7% |
| YTD | +9.2% | -2.3% | +11.5% | +8.2% |
| 1Y | +25.9% | +15.0% | +10.9% | +16.8% |
| 3Y | +21.3% | +57.1% | -35.8% | -2.7% |
| 5Y | +14.1% | +37.2% | -23.0% | -6.8% |
| 10Y | +237.9% | +464.3% | -226.5% | +39.1% |
| All | +1,747.8% | +225.2% | +1,522.6% | +473.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling