+249.9%
PLD vs VIAV
+407.5%
-157.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -0.7% | +13.6% | -14.2% | -3.4% |
| 30D | -2.2% | +5.3% | -7.6% | -4.0% |
| 3M | -7.4% | -15.6% | +8.2% | -6.1% |
| 6M | +1.9% | +34.0% | -32.1% | -9.8% |
| YTD | +7.9% | +119.9% | -112.0% | -17.7% |
| 1Y | +25.1% | +235.2% | -210.1% | -16.4% |
| 3Y | +21.9% | +299.8% | -277.9% | -25.5% |
| 5Y | +16.3% | +140.1% | -123.8% | -18.8% |
| 10Y | +249.9% | +420.3% | -170.4% | +103.7% |
| All | +249.9% | +407.5% | -157.6% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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