+272.2%
PLD vs VIAV
+325.3%
-53.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -1.3% |
| 7D | -1.0% | +12.3% | -13.3% | -3.5% |
| 30D | -1.8% | -21.0% | +19.1% | +1.7% |
| 3M | -6.0% | -14.1% | +8.0% | -5.6% |
| 6M | -8.4% | -39.9% | +31.6% | -2.4% |
| YTD | +4.2% | +85.2% | -80.9% | -19.3% |
| 1Y | +6.2% | +84.3% | -78.0% | -17.9% |
| 3Y | +37.0% | +320.9% | -283.9% | -20.7% |
| 5Y | +1.2% | +117.5% | -116.4% | -29.7% |
| 10Y | +272.2% | +323.1% | -50.9% | +121.7% |
| All | +272.2% | +325.3% | -53.1% | +121.7% |
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