+39.2%
PLD vs VIVK
-100.0%
+139.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -23.6% | +26.4% | +3.0% |
| 7D | +0.7% | -44.2% | +44.9% | +1.1% |
| 30D | +0.8% | -90.0% | +90.8% | +2.8% |
| 3M | -6.1% | -98.0% | +91.9% | -2.6% |
| 6M | -8.0% | -99.9% | +91.9% | -1.8% |
| YTD | +4.7% | -99.9% | +104.6% | +10.0% |
| 1Y | +7.2% | -100.0% | +107.2% | +15.8% |
| 3Y | +39.2% | -100.0% | +139.2% | +47.0% |
| All | +39.2% | -100.0% | +139.2% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling