+240.1%
PLD vs VWO
+115.6%
+124.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | +0.1% |
| 7D | -2.8% | -1.7% | -1.1% | -1.7% |
| 30D | -3.6% | -0.3% | -3.3% | -3.5% |
| 3M | -7.1% | +4.0% | -11.1% | -10.0% |
| 6M | +0.2% | +8.1% | -7.9% | -5.7% |
| YTD | +6.9% | +11.6% | -4.7% | -1.9% |
| 1Y | +25.0% | +16.2% | +8.8% | +11.4% |
| 3Y | +20.8% | +63.3% | -42.5% | -15.7% |
| 5Y | +16.2% | +33.4% | -17.2% | -7.8% |
| All | +240.1% | +115.6% | +124.5% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VWO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling