+1,621.7%
PLD vs ADM
+636.2%
+985.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.8% | -9.0% | +8.2% | +2.7% |
| 30D | -0.3% | -14.0% | +13.7% | +5.4% |
| 3M | -8.0% | -9.2% | +1.1% | -5.2% |
| 6M | -9.8% | -9.2% | -0.6% | -7.5% |
| YTD | +1.8% | +24.2% | -22.4% | -8.2% |
| 1Y | +5.6% | +27.0% | -21.4% | -5.7% |
| 3Y | +33.3% | +6.6% | +26.7% | +22.9% |
| 5Y | +0.3% | +25.0% | -24.7% | -15.0% |
| 10Y | +241.6% | +100.2% | +141.4% | +132.4% |
| All | +1,621.7% | +636.2% | +985.5% | +703.4% |
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