+234.3%
PLD vs VFC
-68.0%
+302.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.3% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | -2.4% | -11.6% | +9.2% | +0.4% |
| 3M | -3.8% | -18.1% | +14.3% | 0.0% |
| 6M | 0.0% | -27.4% | +27.4% | +6.5% |
| YTD | +9.2% | -24.8% | +34.1% | +14.8% |
| 1Y | +25.9% | -8.2% | +34.1% | +24.6% |
| 3Y | +21.3% | -29.1% | +50.4% | +16.4% |
| 5Y | +14.1% | -79.2% | +93.3% | +56.4% |
| All | +234.3% | -68.0% | +302.3% | +292.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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