+130.0%
PLD vs ZM
+48.4%
+81.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.7% | +1.2% |
| 7D | -0.9% | +1.6% | -2.5% | -1.0% |
| 30D | -1.2% | -7.7% | +6.5% | -0.6% |
| 3M | -2.3% | -4.7% | +2.3% | -2.1% |
| 6M | +4.5% | +24.4% | -19.9% | +1.9% |
| YTD | +10.1% | +11.8% | -1.6% | +8.1% |
| 1Y | +25.9% | +13.4% | +12.5% | +23.2% |
| 3Y | +24.4% | +33.8% | -9.4% | +19.2% |
| 5Y | +15.5% | -67.2% | +82.6% | +13.3% |
| All | +130.0% | +48.4% | +81.6% | +123.3% |
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