+1,747.8%
PLD vs ADM
+790.3%
+957.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -2.4% | +3.8% | -6.2% | -3.8% |
| 30D | -2.4% | +9.8% | -12.2% | -6.1% |
| 3M | -3.8% | +2.1% | -5.9% | -5.1% |
| 6M | 0.0% | +27.5% | -27.5% | -10.0% |
| YTD | +9.2% | +50.2% | -41.0% | -8.0% |
| 1Y | +25.9% | +40.6% | -14.7% | +8.5% |
| 3Y | +21.3% | +17.2% | +4.1% | +8.4% |
| 5Y | +14.1% | +61.9% | -47.8% | -12.3% |
| 10Y | +237.9% | +159.3% | +78.6% | +108.5% |
| All | +1,747.8% | +790.3% | +957.6% | +705.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling