+585.2%
PLD vs VWO
+293.6%
+291.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +1.3% | +2.0% | -0.6% | -0.4% |
| 30D | -1.4% | -4.3% | +2.9% | +2.4% |
| 3M | -8.2% | -6.4% | -1.8% | -2.9% |
| 6M | -8.0% | -5.6% | -2.4% | -4.3% |
| YTD | +3.2% | +5.2% | -2.0% | -3.3% |
| 1Y | +7.0% | +5.2% | +1.9% | +0.3% |
| 3Y | +38.3% | +55.5% | -17.2% | -10.3% |
| 5Y | +0.2% | +25.6% | -25.4% | -22.0% |
| 10Y | +268.3% | +110.8% | +157.5% | +65.1% |
| All | +585.2% | +293.6% | +291.6% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling