+256.8%
PLD vs SAP
+228.4%
+28.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.2% |
| 7D | +0.7% | +1.6% | -0.9% | +0.1% |
| 30D | +0.8% | +10.5% | -9.7% | -2.9% |
| 3M | -6.1% | +15.2% | -21.3% | -11.2% |
| 6M | -8.0% | +36.7% | -44.7% | -19.6% |
| YTD | +4.7% | -0.6% | +5.2% | +2.2% |
| 1Y | +7.2% | -4.1% | +11.3% | +6.3% |
| 3Y | +39.2% | +73.2% | -34.0% | +2.5% |
| 5Y | +1.9% | +74.1% | -72.2% | -27.5% |
| 10Y | +256.8% | +222.9% | +33.8% | +74.9% |
| All | +256.8% | +228.4% | +28.4% | +74.9% |
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