+240.1%
PLD vs VYM
+207.1%
+33.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -2.8% | -1.9% | -1.0% | -0.9% |
| 30D | -3.6% | -2.6% | -1.1% | -0.9% |
| 3M | -7.1% | +3.6% | -10.7% | -10.6% |
| 6M | +0.2% | +8.7% | -8.4% | -8.2% |
| YTD | +6.9% | +14.1% | -7.2% | -7.1% |
| 1Y | +25.0% | +17.8% | +7.2% | +5.0% |
| 3Y | +20.8% | +64.5% | -43.8% | -27.7% |
| 5Y | +16.2% | +77.5% | -61.3% | -34.7% |
| All | +240.1% | +207.1% | +33.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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