+407.1%
PLD vs ZTS
+170.4%
+236.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -2.4% | -2.0% | -0.4% | -1.6% |
| 30D | -2.4% | +1.9% | -4.3% | -3.6% |
| 3M | -3.8% | -4.0% | +0.2% | -2.7% |
| 6M | 0.0% | -39.1% | +39.2% | +21.0% |
| YTD | +9.2% | -38.8% | +48.0% | +31.6% |
| 1Y | +25.9% | -49.6% | +75.5% | +64.4% |
| 3Y | +21.3% | -59.0% | +80.3% | +71.9% |
| 5Y | +14.1% | -61.8% | +75.9% | +64.1% |
| 10Y | +237.9% | +61.4% | +176.4% | +213.3% |
| All | +407.1% | +170.4% | +236.7% | +317.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling