+34.9%
PLD vs Z
-19.1%
+54.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.6% | +8.5% | -0.4% |
| 7D | +0.4% | -2.3% | +2.7% | +0.6% |
| 30D | -0.1% | +9.4% | -9.5% | -2.1% |
| 3M | -7.9% | -16.1% | +8.1% | -5.8% |
| 6M | -7.0% | -30.4% | +23.5% | -1.6% |
| YTD | +3.1% | -55.6% | +58.7% | +18.5% |
| 1Y | +7.1% | -58.5% | +65.6% | +24.8% |
| All | +34.9% | -19.1% | +54.0% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling