+1,621.7%
PLD vs VSH
+233.0%
+1,388.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -7.0% | -2.7% |
| 7D | -0.8% | -12.9% | +12.1% | +2.3% |
| 30D | -0.3% | -36.9% | +36.6% | +11.0% |
| 3M | -8.0% | -28.8% | +20.7% | -1.8% |
| 6M | -9.8% | -30.3% | +20.5% | -7.8% |
| YTD | +1.8% | +62.4% | -60.6% | -19.1% |
| 1Y | +5.6% | +62.5% | -56.9% | -16.4% |
| 3Y | +33.3% | +7.4% | +25.9% | +13.5% |
| 5Y | +0.3% | +25.4% | -25.1% | -19.4% |
| 10Y | +241.6% | +102.6% | +139.0% | +125.8% |
| All | +1,621.7% | +233.0% | +1,388.7% | +648.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling