+256.9%
PLD vs ADM
+127.5%
+129.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | 0.0% | +0.7% | -0.7% | -0.3% |
| 30D | -3.7% | -14.7% | +11.0% | +1.7% |
| 3M | -7.9% | -10.4% | +2.5% | -4.8% |
| 6M | -9.2% | -10.9% | +1.7% | -6.4% |
| YTD | +3.1% | +26.0% | -22.9% | -7.7% |
| 1Y | +6.2% | +26.5% | -20.3% | -5.1% |
| 3Y | +35.4% | +8.2% | +27.2% | +24.4% |
| 5Y | +0.1% | +24.0% | -23.9% | -16.6% |
| All | +256.9% | +127.5% | +129.3% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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