+318.9%
PLD vs VYM
+498.6%
-179.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.3% |
| 7D | +1.3% | +3.7% | -2.3% | -4.4% |
| 30D | -1.4% | +3.7% | -5.1% | -7.1% |
| 3M | -8.2% | -0.7% | -7.4% | -7.3% |
| 6M | -8.0% | +7.2% | -15.2% | -18.2% |
| YTD | +3.2% | +16.9% | -13.8% | -20.4% |
| 1Y | +7.0% | +19.6% | -12.6% | -20.5% |
| 3Y | +38.3% | +74.6% | -36.3% | -44.6% |
| 5Y | +0.2% | +72.3% | -72.1% | -59.2% |
| 10Y | +268.3% | +206.5% | +61.8% | -53.2% |
| All | +318.9% | +498.6% | -179.7% | -86.8% |
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