+272.2%
PLD vs SAP
+231.4%
+40.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -1.0% | -2.5% | +1.5% | -0.1% |
| 30D | -1.8% | +7.5% | -9.3% | -4.5% |
| 3M | -6.0% | +11.6% | -17.7% | -10.1% |
| 6M | -8.4% | +37.6% | -46.0% | -20.1% |
| YTD | +4.2% | -2.0% | +6.2% | +2.3% |
| 1Y | +6.2% | -6.4% | +12.6% | +6.3% |
| 3Y | +37.0% | +67.7% | -30.7% | +2.3% |
| 5Y | +1.2% | +75.7% | -74.6% | -28.3% |
| 10Y | +272.2% | +229.3% | +42.9% | +87.0% |
| All | +272.2% | +231.4% | +40.8% | +87.0% |
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