+115.4%
PLD vs ZM
+53.5%
+61.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | -0.1% |
| 7D | +1.3% | +11.0% | -9.7% | +0.5% |
| 30D | -1.4% | +5.6% | -7.0% | -1.9% |
| 3M | -8.2% | -9.1% | +1.0% | -7.6% |
| 6M | -8.0% | -2.6% | -5.4% | -8.3% |
| YTD | +3.2% | +15.7% | -12.5% | +0.8% |
| 1Y | +7.0% | +18.8% | -11.7% | +4.3% |
| 3Y | +38.3% | +62.2% | -23.9% | +30.3% |
| 5Y | +0.2% | -60.9% | +61.0% | -2.3% |
| All | +115.4% | +53.5% | +61.8% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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