+256.8%
PLD vs Z
-11.7%
+268.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.8% | -1.0% | +2.2% |
| 7D | +0.7% | -5.2% | +5.9% | +1.4% |
| 30D | +0.8% | +5.7% | -4.9% | -0.6% |
| 3M | -6.1% | -8.7% | +2.6% | -5.4% |
| 6M | -8.0% | -26.0% | +18.0% | -4.4% |
| YTD | +4.7% | -55.0% | +59.7% | +17.6% |
| 1Y | +7.2% | -58.0% | +65.2% | +21.7% |
| 3Y | +39.2% | -15.2% | +54.4% | +36.3% |
| 5Y | +1.9% | -53.8% | +55.7% | +5.2% |
| 10Y | +256.8% | -14.5% | +271.3% | +203.4% |
| All | +256.8% | -11.7% | +268.4% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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