+1.2%
PLD vs ADM
+24.7%
-23.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -1.8% | -11.8% | +10.0% | +1.0% |
| 3M | -6.0% | -11.3% | +5.2% | -3.6% |
| 6M | -8.4% | -10.0% | +1.7% | -6.7% |
| YTD | +4.2% | +25.9% | -21.7% | -3.8% |
| 1Y | +6.2% | +26.7% | -20.4% | -2.2% |
| 3Y | +37.0% | +8.1% | +28.8% | +28.8% |
| 5Y | +1.2% | +23.5% | -22.3% | -7.2% |
| All | +1.2% | +24.7% | -23.6% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling