+36.6%
PLD vs ZYBT
-58.1%
+94.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.8% |
| 7D | -0.9% | -4.2% | +3.4% | -0.9% |
| 30D | -1.2% | -16.4% | +15.2% | -1.2% |
| 3M | -2.3% | +82.9% | -85.2% | -1.1% |
| 6M | +4.5% | +110.7% | -106.2% | +5.4% |
| YTD | +10.1% | +37.4% | -27.2% | +11.5% |
| 1Y | +25.9% | -80.6% | +106.5% | +30.2% |
| All | +36.6% | -58.1% | +94.7% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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