+738.2%
PLD vs VUG
+1,251.8%
-513.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | -2.4% | -0.1% | -2.3% | -2.3% |
| 30D | -2.4% | -0.3% | -2.1% | -2.2% |
| 3M | -3.8% | -0.7% | -3.1% | -4.4% |
| 6M | 0.0% | +14.6% | -14.6% | -16.8% |
| YTD | +9.2% | +9.0% | +0.2% | -4.1% |
| 1Y | +25.9% | +14.9% | +11.0% | +2.9% |
| 3Y | +21.3% | +86.0% | -64.7% | -48.9% |
| 5Y | +14.1% | +76.7% | -62.6% | -52.0% |
| 10Y | +237.9% | +411.3% | -173.4% | -75.2% |
| All | +738.2% | +1,251.8% | -513.6% | -87.6% |
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