+231.7%
PLD vs VFC
-46.8%
+278.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | -0.8% | +11.2% | -12.0% | -3.3% |
| 30D | -0.3% | +41.5% | -41.8% | -8.3% |
| 3M | -8.0% | +38.9% | -47.0% | -15.2% |
| 6M | -9.8% | +6.1% | -15.9% | -12.2% |
| YTD | +1.8% | +14.5% | -12.8% | -3.5% |
| 1Y | +5.6% | +46.0% | -40.4% | -6.0% |
| 3Y | +33.3% | +36.4% | -3.1% | +9.4% |
| 5Y | +0.3% | -67.5% | +67.8% | +23.4% |
| All | +231.7% | -46.8% | +278.5% | +243.8% |
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