+15.5%
PLD vs Z
-67.0%
+82.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.3% | +2.0% |
| 7D | -0.9% | -3.3% | +2.4% | -0.4% |
| 30D | -1.2% | -3.7% | +2.5% | -0.8% |
| 3M | -2.3% | -7.0% | +4.7% | -1.7% |
| 6M | +4.5% | -29.5% | +34.0% | +10.3% |
| YTD | +10.1% | -52.6% | +62.7% | +24.6% |
| 1Y | +25.9% | -64.0% | +89.9% | +49.9% |
| 3Y | +24.4% | -36.4% | +60.9% | +28.3% |
| 5Y | +15.5% | -65.8% | +81.2% | +10.3% |
| All | +15.5% | -67.0% | +82.5% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling