+256.8%
PLD vs VMC
+145.8%
+110.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.5% | +2.1% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +0.8% | +18.3% | -17.5% | -4.5% |
| 3M | -6.1% | +1.9% | -8.0% | -6.9% |
| 6M | -8.0% | +2.4% | -10.4% | -9.3% |
| YTD | +4.7% | +2.1% | +2.6% | +2.6% |
| 1Y | +7.2% | +1.5% | +5.7% | +5.2% |
| 3Y | +39.2% | +41.5% | -2.2% | +21.7% |
| 5Y | +1.9% | +46.4% | -44.5% | -13.2% |
| 10Y | +256.8% | +139.8% | +117.0% | +156.5% |
| All | +256.8% | +145.8% | +110.9% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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