+240.3%
PLD vs ZTS
+54.3%
+186.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +2.3% |
| 7D | -0.9% | -4.8% | +3.9% | +1.5% |
| 30D | -1.2% | +1.2% | -2.4% | -2.1% |
| 3M | -2.3% | -6.0% | +3.7% | -0.1% |
| 6M | +4.5% | -38.7% | +43.2% | +29.5% |
| YTD | +10.1% | -40.6% | +50.8% | +38.4% |
| 1Y | +25.9% | -50.6% | +76.5% | +73.1% |
| 3Y | +24.4% | -58.7% | +83.2% | +85.5% |
| 5Y | +15.5% | -62.8% | +78.3% | +79.1% |
| 10Y | +240.3% | +56.2% | +184.1% | +213.7% |
| All | +240.3% | +54.3% | +186.0% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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