+24.4%
PLD vs VYM
+66.8%
-42.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.4% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -1.2% | -1.3% | +0.1% | +0.4% |
| 3M | -2.3% | +4.1% | -6.4% | -7.3% |
| 6M | +4.5% | +9.8% | -5.3% | -7.4% |
| YTD | +10.1% | +15.3% | -5.2% | -8.6% |
| 1Y | +25.9% | +20.0% | +5.9% | -1.1% |
| 3Y | +24.4% | +66.2% | -41.8% | -42.5% |
| All | +24.4% | +66.8% | -42.4% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling