+38.2%
PLD vs VMC
+35.7%
+2.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.7% |
| 7D | 0.0% | -1.7% | +1.7% | +0.6% |
| 30D | -3.7% | +15.3% | -19.0% | -8.1% |
| 3M | -7.9% | +0.3% | -8.2% | -8.1% |
| 6M | -9.2% | +0.9% | -10.1% | -10.0% |
| YTD | +3.1% | -1.0% | +4.1% | +1.5% |
| 1Y | +6.2% | -4.3% | +10.5% | +5.9% |
| All | +38.2% | +35.7% | +2.4% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling