-0.7%
PLD vs SAP
+70.5%
-71.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | -0.3% | +11.1% | -11.4% | -3.4% |
| 3M | -8.0% | +17.0% | -25.1% | -12.5% |
| 6M | -9.8% | +34.8% | -44.6% | -18.7% |
| YTD | +1.8% | -2.2% | +4.0% | +1.4% |
| 1Y | +5.6% | -6.4% | +12.1% | +7.1% |
| 3Y | +33.3% | +75.1% | -41.9% | -2.2% |
| All | -0.7% | +70.5% | -71.2% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling