+1,664.3%
PLD vs GAP
+139.5%
+1,524.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.1% |
| 7D | +0.8% | -0.1% | +0.9% | +0.7% |
| 30D | +0.5% | -5.4% | +5.9% | +1.5% |
| 3M | -5.5% | +2.9% | -8.4% | -6.7% |
| 6M | -8.3% | -4.4% | -3.9% | -8.7% |
| YTD | +4.3% | -11.6% | +15.9% | +4.9% |
| 1Y | +7.4% | -6.0% | +13.5% | +6.3% |
| 3Y | +37.1% | +78.0% | -40.9% | +8.9% |
| 5Y | +1.3% | +8.5% | -7.2% | -15.4% |
| 10Y | +267.4% | +8.6% | +258.8% | +153.7% |
| All | +1,664.3% | +139.5% | +1,524.8% | +740.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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