+1.2%
PLD vs VFC
-67.9%
+69.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.0% | -1.4% | +0.4% | -0.7% |
| 30D | -1.8% | +30.7% | -32.6% | -7.2% |
| 3M | -6.0% | +40.6% | -46.7% | -12.6% |
| 6M | -8.4% | +16.5% | -24.8% | -12.1% |
| YTD | +4.2% | +16.2% | -11.9% | -0.6% |
| 1Y | +6.2% | +42.4% | -36.2% | -3.4% |
| 3Y | +37.0% | +48.1% | -11.1% | +13.7% |
| 5Y | +1.2% | -67.8% | +69.0% | +26.9% |
| All | +1.2% | -67.9% | +69.1% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling