+1,035.5%
PLD vs VIVK
-100.0%
+1,135.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.3% | +11.6% | -0.7% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | -2.4% | -43.6% | +41.2% | -2.4% |
| 3M | -3.8% | -95.1% | +91.3% | -3.6% |
| 6M | 0.0% | -98.2% | +98.2% | +0.2% |
| YTD | +9.2% | -97.9% | +107.2% | +9.4% |
| 1Y | +25.9% | -100.0% | +125.9% | +26.3% |
| 3Y | +21.3% | -100.0% | +121.3% | +21.7% |
| 5Y | +14.1% | -100.0% | +114.1% | +14.5% |
| 10Y | +237.9% | -100.0% | +337.9% | +239.3% |
| All | +1,035.5% | -100.0% | +1,135.5% | +1,112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling