+249.9%
PLD vs VTR
+87.8%
+162.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -0.7% | -2.9% | +2.2% | +0.5% |
| 30D | -2.2% | -2.8% | +0.6% | -1.2% |
| 3M | -7.4% | +9.0% | -16.4% | -10.9% |
| 6M | +1.9% | +5.0% | -3.0% | -0.6% |
| YTD | +7.9% | +16.9% | -9.0% | +0.7% |
| 1Y | +25.1% | +34.3% | -9.2% | +10.0% |
| 3Y | +21.9% | +131.6% | -109.7% | -14.4% |
| 5Y | +16.3% | +88.0% | -71.7% | -12.3% |
| 10Y | +249.9% | +97.8% | +152.1% | +169.9% |
| All | +249.9% | +87.8% | +162.1% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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