+249.9%
PLD vs VIVK
-100.0%
+349.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.3% | -2.0% |
| 7D | -0.7% | -7.9% | +7.2% | -0.6% |
| 30D | -2.2% | -42.0% | +39.7% | -1.8% |
| 3M | -7.4% | -92.5% | +85.1% | -5.7% |
| 6M | +1.9% | -98.0% | +99.9% | +4.3% |
| YTD | +7.9% | -97.9% | +105.8% | +9.8% |
| 1Y | +25.1% | -100.0% | +125.1% | +30.8% |
| 3Y | +21.9% | -100.0% | +121.9% | +26.7% |
| 5Y | +16.3% | -100.0% | +116.3% | +20.9% |
| 10Y | +249.9% | -100.0% | +349.9% | +254.6% |
| All | +249.9% | -100.0% | +349.9% | +254.6% |
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