+16.3%
PLD vs PNR
-20.5%
+36.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.2% |
| 7D | -0.7% | -3.9% | +3.2% | +1.1% |
| 30D | -2.2% | -13.8% | +11.6% | +4.5% |
| 3M | -7.4% | -22.5% | +15.2% | +2.7% |
| 6M | +1.9% | -37.2% | +39.1% | +24.9% |
| YTD | +7.9% | -44.2% | +52.1% | +39.5% |
| 1Y | +25.1% | -46.6% | +71.7% | +65.5% |
| 3Y | +21.9% | -12.5% | +34.4% | +19.3% |
| 5Y | +16.3% | -19.3% | +35.7% | +5.4% |
| All | +16.3% | -20.5% | +36.8% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling