+256.8%
PLD vs ADP
+327.9%
-71.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.3% | +3.1% |
| 7D | +0.7% | +1.1% | -0.4% | +0.1% |
| 30D | +0.8% | +11.5% | -10.7% | -5.1% |
| 3M | -6.1% | +12.0% | -18.2% | -12.1% |
| 6M | -8.0% | +43.8% | -51.8% | -25.5% |
| YTD | +4.7% | +20.1% | -15.4% | -7.2% |
| 1Y | +7.2% | +22.3% | -15.1% | -6.1% |
| 3Y | +39.2% | +43.3% | -4.1% | +10.0% |
| 5Y | +1.9% | +47.3% | -45.4% | -21.4% |
| 10Y | +256.8% | +313.7% | -56.9% | +60.2% |
| All | +256.8% | +327.9% | -71.1% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling