+272.2%
PLD vs VFC
-47.4%
+319.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -1.0% | -1.4% | +0.4% | -0.7% |
| 30D | -1.8% | +30.7% | -32.6% | -8.0% |
| 3M | -6.0% | +40.6% | -46.7% | -13.7% |
| 6M | -8.4% | +16.5% | -24.8% | -12.7% |
| YTD | +4.2% | +16.2% | -11.9% | -1.5% |
| 1Y | +6.2% | +42.4% | -36.2% | -4.9% |
| 3Y | +37.0% | +48.1% | -11.1% | +9.8% |
| 5Y | +1.2% | -67.8% | +69.0% | +25.2% |
| 10Y | +272.2% | -48.5% | +320.7% | +279.1% |
| All | +272.2% | -47.4% | +319.6% | +279.1% |
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