+1.9%
PLD vs PNR
+0.7%
+1.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.2% | +1.5% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | +0.8% | +34.4% | -33.6% | -12.3% |
| 3M | -6.1% | +2.4% | -8.5% | -7.5% |
| 6M | -8.0% | -7.8% | -0.2% | -6.0% |
| YTD | +4.7% | -31.6% | +36.2% | +23.0% |
| 1Y | +7.2% | -33.6% | +40.8% | +28.0% |
| 3Y | +39.2% | +19.9% | +19.3% | +15.8% |
| 5Y | +1.9% | +0.8% | +1.1% | -15.6% |
| All | +1.9% | +0.7% | +1.2% | -15.6% |
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