+81.0%
PLD vs ZCMD
-100.0%
+181.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | -1.2% | -21.6% | +20.4% | -1.1% |
| 3M | -2.3% | -67.4% | +65.1% | -2.7% |
| 6M | +4.5% | -99.4% | +103.9% | +10.0% |
| YTD | +10.1% | -99.7% | +109.9% | +17.5% |
| 1Y | +25.9% | -99.9% | +125.8% | +36.2% |
| 3Y | +24.4% | -100.0% | +124.4% | +40.1% |
| 5Y | +15.5% | -100.0% | +115.4% | +30.1% |
| All | +81.0% | -100.0% | +181.0% | +133.3% |
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