+240.3%
PLD vs VCLT
+15.5%
+224.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | -1.2% | -0.6% | -0.6% | -0.8% |
| 3M | -2.3% | -2.2% | -0.1% | -0.7% |
| 6M | +4.5% | -2.9% | +7.4% | +6.8% |
| YTD | +10.1% | -2.1% | +12.2% | +11.8% |
| 1Y | +25.9% | -2.6% | +28.5% | +28.3% |
| 3Y | +24.4% | +12.5% | +11.9% | +14.6% |
| 5Y | +15.5% | -15.3% | +30.7% | +26.6% |
| 10Y | +240.3% | +16.6% | +223.7% | +206.5% |
| All | +240.3% | +15.5% | +224.7% | +206.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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