+267.4%
PLD vs TAP
-48.8%
+316.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | +0.8% | -4.5% | +5.3% | +2.3% |
| 30D | +0.5% | +7.5% | -7.0% | -2.1% |
| 3M | -5.5% | -4.9% | -0.6% | -4.4% |
| 6M | -8.3% | -3.5% | -4.8% | -8.0% |
| YTD | +4.3% | -11.4% | +15.7% | +7.0% |
| 1Y | +7.4% | -10.8% | +18.2% | +9.8% |
| 3Y | +37.1% | -24.5% | +61.5% | +46.5% |
| 5Y | +1.3% | +2.5% | -1.1% | -3.7% |
| 10Y | +267.4% | -47.6% | +315.0% | +282.1% |
| All | +267.4% | -48.8% | +316.3% | +282.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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