+249.9%
PLD vs VTV
+227.6%
+22.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.7% |
| 7D | -0.7% | -0.7% | 0.0% | 0.0% |
| 30D | -2.2% | -0.5% | -1.7% | -1.7% |
| 3M | -7.4% | +5.3% | -12.7% | -12.3% |
| 6M | +1.9% | +12.9% | -10.9% | -10.2% |
| YTD | +7.9% | +18.5% | -10.6% | -9.7% |
| 1Y | +25.1% | +25.3% | -0.2% | -1.2% |
| 3Y | +21.9% | +68.2% | -46.3% | -27.9% |
| 5Y | +16.3% | +80.6% | -64.3% | -35.0% |
| 10Y | +249.9% | +232.9% | +16.9% | +13.2% |
| All | +249.9% | +227.6% | +22.3% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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