+454.5%
V vs PLD
+254.7%
+199.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | +9.7% | +0.5% | +9.3% | +9.4% |
| 3M | +17.3% | -5.5% | +22.8% | +20.1% |
| 6M | +33.2% | -8.3% | +41.5% | +37.6% |
| YTD | +21.3% | +4.3% | +17.0% | +17.7% |
| 1Y | +27.3% | +7.4% | +19.9% | +21.8% |
| 3Y | +76.1% | +37.1% | +39.0% | +44.7% |
| 5Y | +103.5% | +1.3% | +102.1% | +90.3% |
| 10Y | +454.5% | +267.4% | +187.0% | +205.5% |
| All | +454.5% | +254.7% | +199.8% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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