+33.3%
PLD vs VMC
+38.8%
-5.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.9% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | -0.3% | +15.8% | -16.1% | -5.0% |
| 3M | -8.0% | +0.6% | -8.6% | -8.3% |
| 6M | -9.8% | -4.0% | -5.8% | -9.0% |
| YTD | +1.8% | -0.3% | +2.1% | 0.0% |
| 1Y | +5.6% | -0.5% | +6.1% | +3.6% |
| 3Y | +33.3% | +39.6% | -6.3% | +2.6% |
| All | +33.3% | +38.8% | -5.5% | +2.6% |
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