+256.8%
PLD vs VO
+206.8%
+50.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +0.2% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | +0.8% | +0.5% | +0.3% | +0.3% |
| 3M | -6.1% | -1.0% | -5.1% | -5.3% |
| 6M | -8.0% | +6.4% | -14.4% | -13.6% |
| YTD | +4.7% | +13.6% | -8.9% | -7.9% |
| 1Y | +7.2% | +14.5% | -7.3% | -6.4% |
| 3Y | +39.2% | +67.2% | -28.0% | -14.9% |
| 5Y | +1.9% | +36.1% | -34.2% | -24.7% |
| 10Y | +256.8% | +199.3% | +57.4% | +27.3% |
| All | +256.8% | +206.8% | +50.0% | +27.3% |
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