+231.7%
PLD vs SAP
+216.8%
+14.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +0.3% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -0.3% | +11.1% | -11.4% | -4.2% |
| 3M | -8.0% | +17.0% | -25.1% | -13.6% |
| 6M | -9.8% | +34.8% | -44.6% | -20.8% |
| YTD | +1.8% | -2.2% | +4.0% | 0.0% |
| 1Y | +5.6% | -6.4% | +12.1% | +5.7% |
| 3Y | +33.3% | +75.1% | -41.9% | -2.6% |
| 5Y | +0.3% | +69.8% | -69.5% | -27.9% |
| All | +231.7% | +216.8% | +14.9% | +61.1% |
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