+26.2%
PLD vs ZETA
+247.9%
-221.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.4% |
| 7D | -2.4% | +2.7% | -5.0% | -2.6% |
| 30D | -2.4% | +15.8% | -18.2% | -3.7% |
| 3M | -3.8% | +35.4% | -39.2% | -6.5% |
| 6M | 0.0% | +67.1% | -67.1% | -5.1% |
| YTD | +9.2% | +54.1% | -44.8% | +3.9% |
| 1Y | +25.9% | +67.8% | -41.9% | +18.0% |
| 3Y | +21.3% | +311.4% | -290.1% | -3.3% |
| 5Y | +14.1% | +324.8% | -310.7% | -10.4% |
| All | +26.2% | +247.9% | -221.7% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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