+72.0%
PLD vs ZCMD
-100.0%
+172.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.3% | +2.8% |
| 7D | +0.7% | +9.1% | -8.4% | +0.6% |
| 30D | +0.8% | -37.1% | +37.9% | +1.1% |
| 3M | -6.1% | -53.7% | +47.6% | -5.8% |
| 6M | -8.0% | -99.7% | +91.6% | -2.8% |
| YTD | +4.7% | -99.9% | +104.5% | +12.0% |
| 1Y | +7.2% | -99.9% | +107.1% | +15.5% |
| 3Y | +39.2% | -100.0% | +139.2% | +56.5% |
| 5Y | +1.9% | -100.0% | +101.9% | +15.8% |
| All | +72.0% | -100.0% | +172.0% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling