+33.3%
PLD vs VCLT
+16.8%
+16.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -0.8% | +0.3% | -1.1% | -1.1% |
| 30D | -0.3% | +3.7% | -3.9% | -3.7% |
| 3M | -8.0% | -1.0% | -7.1% | -7.2% |
| 6M | -9.8% | -3.4% | -6.4% | -6.8% |
| YTD | +1.8% | -2.6% | +4.4% | +4.3% |
| 1Y | +5.6% | -3.3% | +8.9% | +8.9% |
| 3Y | +33.3% | +17.3% | +15.9% | +15.0% |
| All | +33.3% | +16.8% | +16.4% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling