+272.2%
PLD vs VIVK
-100.0%
+372.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.3% | +14.3% | +0.1% |
| 7D | -1.0% | -48.0% | +47.0% | -0.6% |
| 30D | -1.8% | -88.4% | +86.6% | -0.2% |
| 3M | -6.0% | -98.7% | +92.7% | -2.7% |
| 6M | -8.4% | -100.0% | +91.6% | -2.9% |
| YTD | +4.2% | -100.0% | +104.2% | +9.4% |
| 1Y | +6.2% | -100.0% | +106.2% | +13.8% |
| 3Y | +37.0% | -100.0% | +137.0% | +46.7% |
| 5Y | +1.2% | -100.0% | +101.2% | +8.7% |
| 10Y | +272.2% | -100.0% | +372.2% | +301.7% |
| All | +272.2% | -100.0% | +372.2% | +301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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