+231.7%
PLD vs VSH
+95.6%
+136.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -7.0% | -2.6% |
| 7D | -0.8% | -12.9% | +12.1% | +2.0% |
| 30D | -0.3% | -36.9% | +36.6% | +10.1% |
| 3M | -8.0% | -28.8% | +20.7% | -2.3% |
| 6M | -9.8% | -30.3% | +20.5% | -9.3% |
| YTD | +1.8% | +62.4% | -60.6% | -22.6% |
| 1Y | +5.6% | +62.5% | -56.9% | -20.0% |
| 3Y | +33.3% | +7.4% | +25.9% | +9.7% |
| 5Y | +0.3% | +25.4% | -25.1% | -23.2% |
| All | +231.7% | +95.6% | +136.1% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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