+256.8%
PLD vs TAP
-49.5%
+306.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.2% |
| 7D | +0.7% | -7.8% | +8.5% | +3.3% |
| 30D | +0.8% | +7.1% | -6.3% | -1.7% |
| 3M | -6.1% | -7.0% | +0.9% | -4.3% |
| 6M | -8.0% | -3.8% | -4.2% | -7.6% |
| YTD | +4.7% | -11.7% | +16.4% | +7.5% |
| 1Y | +7.2% | -10.1% | +17.3% | +9.3% |
| 3Y | +39.2% | -23.7% | +62.9% | +48.3% |
| 5Y | +1.9% | +2.9% | -1.0% | -3.4% |
| 10Y | +256.8% | -49.5% | +306.3% | +281.8% |
| All | +256.8% | -49.5% | +306.3% | +281.8% |
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