+996.4%
VST vs PLD
+240.5%
+755.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.1% | -4.0% | -5.2% |
| 7D | -19.9% | +0.4% | -20.3% | -20.1% |
| 30D | -29.7% | -0.1% | -29.6% | -29.8% |
| 3M | -19.6% | -7.9% | -11.6% | -16.8% |
| 6M | -29.4% | -7.0% | -22.4% | -27.6% |
| YTD | -29.7% | +3.1% | -32.8% | -31.2% |
| 1Y | -40.0% | +7.1% | -47.1% | -42.3% |
| 3Y | +231.0% | +32.9% | +198.1% | +180.8% |
| 5Y | +500.1% | +1.5% | +498.5% | +460.0% |
| All | +996.4% | +240.5% | +755.9% | +550.5% |
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