+318.6%
PLD vs VYM
+499.3%
-180.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.3% |
| 7D | 0.0% | +3.3% | -3.3% | -5.1% |
| 30D | -3.7% | +3.8% | -7.5% | -9.5% |
| 3M | -7.9% | -0.4% | -7.5% | -7.6% |
| 6M | -9.2% | +7.1% | -16.3% | -19.1% |
| YTD | +3.1% | +17.1% | -14.0% | -20.6% |
| 1Y | +6.2% | +18.4% | -12.2% | -19.8% |
| 3Y | +35.4% | +74.5% | -39.1% | -45.7% |
| 5Y | +0.1% | +72.5% | -72.4% | -59.3% |
| 10Y | +268.0% | +206.9% | +61.1% | -53.3% |
| All | +318.6% | +499.3% | -180.8% | -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