+1,747.8%
PLD vs VMC
+1,125.3%
+622.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.2% |
| 7D | -2.4% | -4.3% | +1.9% | -0.5% |
| 30D | -2.4% | -8.2% | +5.8% | +1.3% |
| 3M | -3.8% | -7.0% | +3.3% | -1.2% |
| 6M | 0.0% | -10.8% | +10.8% | +4.3% |
| YTD | +9.2% | -7.4% | +16.6% | +11.2% |
| 1Y | +25.9% | -9.5% | +35.4% | +29.1% |
| 3Y | +21.3% | +20.5% | +0.8% | +7.1% |
| 5Y | +14.1% | +51.6% | -37.4% | -10.5% |
| 10Y | +237.9% | +150.0% | +87.8% | +81.3% |
| All | +1,747.8% | +1,125.3% | +622.6% | +466.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling