+267.4%
PLD vs SAP
+222.2%
+45.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +0.8% | +1.5% | -0.7% | +0.2% |
| 30D | +0.5% | +8.8% | -8.4% | -2.7% |
| 3M | -5.5% | +12.1% | -17.6% | -9.7% |
| 6M | -8.3% | +34.6% | -42.9% | -19.4% |
| YTD | +4.3% | -2.1% | +6.4% | +2.4% |
| 1Y | +7.4% | -5.5% | +13.0% | +7.1% |
| 3Y | +37.1% | +67.4% | -30.4% | +2.4% |
| 5Y | +1.3% | +74.6% | -73.2% | -28.0% |
| 10Y | +267.4% | +224.0% | +43.4% | +84.0% |
| All | +267.4% | +222.2% | +45.2% | +84.0% |
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