+236.9%
PLD vs SAP
+178.8%
+58.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -2.4% | -2.9% | +0.5% | -1.4% |
| 30D | -2.4% | +9.0% | -11.4% | -5.7% |
| 3M | -3.8% | +14.9% | -18.7% | -9.5% |
| 6M | 0.0% | +11.9% | -11.9% | -5.8% |
| YTD | +9.2% | -9.9% | +19.1% | +10.9% |
| 1Y | +25.9% | -19.5% | +45.4% | +33.9% |
| 3Y | +21.3% | +61.8% | -40.5% | -8.8% |
| 5Y | +14.1% | +56.2% | -42.0% | -15.5% |
| All | +236.9% | +178.8% | +58.1% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling