+681.0%
PLD vs VUG
+1,157.1%
-476.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.3% |
| 7D | -0.8% | -3.4% | +2.6% | +3.0% |
| 30D | -0.3% | -11.1% | +10.8% | +13.7% |
| 3M | -8.0% | -7.2% | -0.8% | -0.5% |
| 6M | -9.8% | -4.1% | -5.7% | -7.6% |
| YTD | +1.8% | +1.4% | +0.4% | -3.5% |
| 1Y | +5.6% | +1.9% | +3.7% | -1.0% |
| 3Y | +33.3% | +77.7% | -44.5% | -41.4% |
| 5Y | +0.3% | +57.6% | -57.3% | -51.5% |
| 10Y | +241.6% | +398.6% | -157.0% | -75.0% |
| All | +681.0% | +1,157.1% | -476.1% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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