+19.4%
PLD vs VSXY
+101.4%
-82.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | +0.8% | +10.2% | -9.4% | -0.3% |
| 30D | +0.5% | +33.6% | -33.2% | -2.8% |
| 3M | -5.5% | +10.8% | -16.3% | -6.9% |
| 6M | -8.3% | +130.5% | -138.9% | -18.4% |
| YTD | +4.3% | +104.4% | -100.2% | -6.4% |
| 1Y | +7.4% | +216.5% | -209.1% | -9.3% |
| 3Y | +37.1% | +465.9% | -428.9% | +1.5% |
| 5Y | +1.3% | +123.1% | -121.8% | -18.3% |
| All | +19.4% | +101.4% | -82.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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