+343.7%
PLD vs VYM
+492.8%
-149.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -2.4% | -0.5% | -1.9% | -1.6% |
| 3M | -3.8% | +3.0% | -6.8% | -8.5% |
| 6M | 0.0% | +8.2% | -8.2% | -12.1% |
| YTD | +9.2% | +15.8% | -6.6% | -14.2% |
| 1Y | +25.9% | +20.8% | +5.1% | -7.8% |
| 3Y | +21.3% | +65.3% | -44.0% | -46.7% |
| 5Y | +14.1% | +76.6% | -62.5% | -55.5% |
| 10Y | +237.9% | +203.9% | +34.0% | -56.5% |
| All | +343.7% | +492.8% | -149.2% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling