+366.5%
PLD vs Z
+25.1%
+341.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -2.4% | -3.0% | +0.6% | -1.9% |
| 30D | -2.4% | -4.2% | +1.8% | -1.9% |
| 3M | -3.8% | -3.7% | -0.1% | -3.7% |
| 6M | 0.0% | -24.5% | +24.5% | +4.0% |
| YTD | +9.2% | -49.3% | +58.5% | +20.8% |
| 1Y | +25.9% | -58.7% | +84.6% | +43.8% |
| 3Y | +21.3% | -34.1% | +55.4% | +24.5% |
| 5Y | +14.1% | -64.5% | +78.7% | +21.9% |
| 10Y | +237.9% | -0.5% | +238.4% | +177.6% |
| All | +366.5% | +25.1% | +341.4% | +262.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling