+340.1%
PLD vs Z
+9.5%
+330.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.0% |
| 6M | -7.0% | -30.4% | +23.5% | -2.3% |
| YTD | +3.1% | -55.6% | +58.7% | +15.8% |
| 1Y | +7.1% | -58.5% | +65.6% | +21.6% |
| 3Y | +32.9% | -19.6% | +52.5% | +31.4% |
| 5Y | +1.5% | -54.1% | +55.7% | +5.1% |
| 10Y | +245.9% | -12.1% | +258.0% | +188.5% |
| All | +340.1% | +9.5% | +330.6% | +247.2% |
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