+1,663.4%
PLD vs ADM
+646.2%
+1,017.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.9% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -1.8% | -11.8% | +10.0% | +2.7% |
| 3M | -6.0% | -11.3% | +5.2% | -2.2% |
| 6M | -8.4% | -10.0% | +1.7% | -5.7% |
| YTD | +4.2% | +25.9% | -21.7% | -6.5% |
| 1Y | +6.2% | +26.7% | -20.4% | -5.0% |
| 3Y | +37.0% | +8.1% | +28.8% | +25.6% |
| 5Y | +1.2% | +23.5% | -22.3% | -13.8% |
| 10Y | +272.2% | +128.2% | +144.0% | +140.9% |
| All | +1,663.4% | +646.2% | +1,017.2% | +718.5% |
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