+5.6%
PLD vs ADM
+28.3%
-22.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -0.8% | -9.0% | +8.2% | -0.6% |
| 30D | -0.3% | -14.0% | +13.7% | +0.1% |
| 3M | -8.0% | -9.2% | +1.1% | -7.9% |
| 6M | -9.8% | -9.2% | -0.6% | -9.9% |
| YTD | +1.8% | +24.2% | -22.4% | -5.1% |
| 1Y | +5.6% | +27.0% | -21.4% | -1.9% |
| All | +5.6% | +28.3% | -22.7% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling