+231.7%
PLD vs TAP
-49.3%
+281.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +0.2% |
| 7D | -0.8% | +0.5% | -1.3% | -1.1% |
| 30D | -0.3% | +9.1% | -9.4% | -3.3% |
| 3M | -8.0% | -3.8% | -4.2% | -7.3% |
| 6M | -9.8% | -3.4% | -6.4% | -9.5% |
| YTD | +1.8% | -10.6% | +12.4% | +4.2% |
| 1Y | +5.6% | -4.4% | +10.0% | +5.4% |
| 3Y | +33.3% | -24.4% | +57.6% | +42.5% |
| 5Y | +0.3% | +2.1% | -1.8% | -4.7% |
| All | +231.7% | -49.3% | +281.0% | +262.6% |
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