+361.0%
PLD vs VT
+356.1%
+4.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | +2.1% | -1.6% | +3.7% | +4.3% |
| 30D | +0.1% | -2.5% | +2.6% | +3.5% |
| 3M | -9.7% | -1.3% | -8.4% | -8.5% |
| 6M | -7.3% | +3.1% | -10.4% | -12.2% |
| YTD | +3.5% | +10.9% | -7.5% | -12.0% |
| 1Y | +7.2% | +12.1% | -4.9% | -10.3% |
| 3Y | +33.4% | +73.9% | -40.5% | -40.1% |
| 5Y | +1.3% | +58.0% | -56.7% | -48.4% |
| 10Y | +247.7% | +225.5% | +22.3% | -44.4% |
| All | +361.0% | +356.1% | +4.9% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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