+807.3%
PLD vs VCIT
+96.6%
+710.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.4% |
| 7D | +0.4% | +0.5% | 0.0% | -0.1% |
| 30D | -0.1% | +2.1% | -2.2% | -2.3% |
| 3M | -7.9% | -1.6% | -6.4% | -6.4% |
| 6M | -7.0% | -1.6% | -5.4% | -5.4% |
| YTD | +3.1% | -1.5% | +4.6% | +4.8% |
| 1Y | +7.1% | -0.4% | +7.5% | +7.6% |
| 3Y | +32.9% | +19.6% | +13.3% | +11.7% |
| 5Y | +1.5% | +3.3% | -1.7% | -4.9% |
| 10Y | +245.9% | +28.9% | +217.0% | +196.1% |
| All | +807.3% | +96.6% | +710.7% | +1,077.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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