+1,747.8%
PLD vs TAP
+297.8%
+1,450.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -2.4% | -2.3% | -0.1% | -1.7% |
| 30D | -2.4% | -2.1% | -0.3% | -1.9% |
| 3M | -3.8% | +6.6% | -10.4% | -6.1% |
| 6M | 0.0% | -11.5% | +11.5% | +3.4% |
| YTD | +9.2% | -10.3% | +19.5% | +12.0% |
| 1Y | +25.9% | -14.4% | +40.3% | +30.6% |
| 3Y | +21.3% | -28.3% | +49.6% | +32.0% |
| 5Y | +14.1% | +1.7% | +12.4% | +9.1% |
| 10Y | +237.9% | -49.2% | +287.1% | +281.4% |
| All | +1,747.8% | +297.8% | +1,450.1% | +1,262.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling