+272.2%
PLD vs VO
+202.1%
+70.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -1.3% |
| 7D | -1.0% | +0.2% | -1.2% | -1.3% |
| 30D | -1.8% | +2.0% | -3.9% | -3.8% |
| 3M | -6.0% | -0.3% | -5.8% | -5.9% |
| 6M | -8.4% | +7.3% | -15.7% | -14.6% |
| YTD | +4.2% | +15.0% | -10.7% | -9.3% |
| 1Y | +6.2% | +14.7% | -8.5% | -7.5% |
| 3Y | +37.0% | +67.3% | -30.3% | -16.4% |
| 5Y | +1.2% | +38.8% | -37.6% | -26.7% |
| 10Y | +272.2% | +201.6% | +70.6% | +32.8% |
| All | +272.2% | +202.1% | +70.1% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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