+24.4%
PLD vs PNR
-11.7%
+36.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.8% |
| 7D | -0.9% | -3.0% | +2.2% | +0.3% |
| 30D | -1.2% | -14.9% | +13.7% | +5.0% |
| 3M | -2.3% | -19.0% | +16.7% | +4.6% |
| 6M | +4.5% | -35.9% | +40.4% | +23.9% |
| YTD | +10.1% | -43.1% | +53.3% | +37.2% |
| 1Y | +25.9% | -46.4% | +72.3% | +61.9% |
| 3Y | +24.4% | -10.8% | +35.2% | +13.2% |
| All | +24.4% | -11.7% | +36.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling