-7.0%
PLD vs Z
-31.8%
+24.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.6% | +8.5% | -1.7% |
| 7D | +0.4% | -2.3% | +2.7% | +0.6% |
| 30D | -0.1% | +9.4% | -9.5% | 0.0% |
| 3M | -7.9% | -16.1% | +8.1% | -7.3% |
| 6M | -7.0% | -30.4% | +23.5% | -8.7% |
| All | -7.0% | -31.8% | +24.9% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling