+1,747.8%
PLD vs PNR
+705.1%
+1,042.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -2.4% | -2.4% | 0.0% | -1.3% |
| 30D | -2.4% | -12.8% | +10.3% | +3.9% |
| 3M | -3.8% | -17.0% | +13.2% | +3.5% |
| 6M | 0.0% | -37.4% | +37.4% | +22.4% |
| YTD | +9.2% | -41.6% | +50.8% | +37.1% |
| 1Y | +25.9% | -44.6% | +70.5% | +61.9% |
| 3Y | +21.3% | -12.1% | +33.4% | +23.1% |
| 5Y | +14.1% | -17.4% | +31.5% | +17.0% |
| 10Y | +237.9% | +64.0% | +173.9% | +134.0% |
| All | +1,747.8% | +705.1% | +1,042.8% | +640.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling