+256.9%
PLD vs VIVK
-100.0%
+356.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.6% | +8.4% | -1.0% |
| 7D | 0.0% | -38.6% | +38.6% | +0.3% |
| 30D | -3.7% | -87.7% | +84.0% | -2.2% |
| 3M | -7.9% | -98.9% | +90.9% | -4.6% |
| 6M | -9.2% | -100.0% | +90.7% | -3.8% |
| YTD | +3.1% | -100.0% | +103.0% | +8.2% |
| 1Y | +6.2% | -100.0% | +106.2% | +13.8% |
| 3Y | +35.4% | -100.0% | +135.4% | +45.1% |
| 5Y | +0.1% | -100.0% | +100.1% | +7.5% |
| All | +256.9% | -100.0% | +356.9% | +284.6% |
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