+247.0%
PLD vs VIG
+258.3%
-11.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.8% |
| 7D | -0.8% | -1.8% | +1.0% | +1.2% |
| 30D | -0.3% | +2.7% | -2.9% | -3.3% |
| 3M | -8.0% | 0.0% | -8.0% | -8.1% |
| 6M | -9.8% | +6.8% | -16.6% | -16.4% |
| YTD | +1.8% | +12.1% | -10.3% | -10.7% |
| 1Y | +5.6% | +14.8% | -9.2% | -9.9% |
| 3Y | +33.3% | +62.4% | -29.2% | -22.3% |
| 5Y | +0.3% | +59.6% | -59.3% | -39.9% |
| All | +247.0% | +258.3% | -11.3% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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