+1,216.9%
VST vs PLD
+252.3%
+964.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.8% |
| 7D | +8.9% | -2.4% | +11.3% | +10.0% |
| 30D | +6.2% | -2.4% | +8.6% | +7.3% |
| 3M | -2.7% | -3.8% | +1.1% | -1.5% |
| 6M | -8.4% | 0.0% | -8.4% | -8.7% |
| YTD | -7.2% | +9.2% | -16.4% | -11.2% |
| 1Y | -20.9% | +25.9% | -46.8% | -29.3% |
| 3Y | +384.0% | +21.3% | +362.7% | +328.1% |
| 5Y | +757.1% | +14.1% | +742.9% | +658.4% |
| All | +1,216.9% | +252.3% | +964.6% | +651.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling