+1,643.3%
PLD vs SAP
+1,233.6%
+409.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.6% |
| 7D | +0.4% | +4.0% | -3.6% | -0.7% |
| 30D | -0.1% | +15.7% | -15.8% | -4.3% |
| 3M | -7.9% | +23.4% | -31.4% | -13.6% |
| 6M | -7.0% | +41.3% | -48.2% | -16.8% |
| YTD | +3.1% | +2.0% | +1.1% | 0.0% |
| 1Y | +7.1% | -5.1% | +12.2% | +6.0% |
| 3Y | +32.9% | +82.1% | -49.3% | +7.2% |
| 5Y | +1.5% | +77.2% | -75.6% | -18.2% |
| 10Y | +245.9% | +233.6% | +12.2% | +129.3% |
| All | +1,643.3% | +1,233.6% | +409.7% | +828.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling