+25.1%
PLD vs ZCMD
-99.9%
+125.0%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.1% | -2.0% |
| 7D | -0.7% | -4.1% | +3.5% | -0.7% |
| 30D | -2.2% | -22.7% | +20.5% | -2.3% |
| 3M | -7.4% | -62.5% | +55.1% | -7.0% |
| 6M | +1.9% | -99.5% | +101.4% | +8.2% |
| YTD | +7.9% | -99.7% | +107.6% | +16.0% |
| 1Y | +25.1% | -99.9% | +125.0% | +39.7% |
| All | +25.1% | -99.9% | +125.0% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling