+1,205.2%
VST vs PLD
+248.8%
+956.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +6.1% |
| 7D | -0.5% | +0.7% | -1.2% | -0.9% |
| 30D | -17.1% | +0.8% | -17.9% | -17.5% |
| 3M | -4.6% | -6.1% | +1.5% | -2.1% |
| 6M | -9.1% | -8.0% | -1.1% | -6.2% |
| YTD | -16.6% | +4.7% | -21.3% | -18.9% |
| 1Y | -29.5% | +7.2% | -36.7% | -32.2% |
| 3Y | +297.5% | +39.2% | +258.3% | +230.2% |
| 5Y | +654.5% | +1.9% | +652.6% | +603.6% |
| 10Y | +1,205.2% | +256.8% | +948.5% | +690.6% |
| All | +1,205.2% | +248.8% | +956.4% | +690.6% |
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