+231.7%
PLD vs ADP
+318.0%
-86.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | -0.8% | +3.2% | -4.0% | -2.5% |
| 30D | -0.3% | +14.9% | -15.2% | -7.6% |
| 3M | -8.0% | +11.6% | -19.6% | -13.7% |
| 6M | -9.8% | +48.5% | -58.3% | -28.3% |
| YTD | +1.8% | +20.6% | -18.8% | -10.0% |
| 1Y | +5.6% | +23.7% | -18.1% | -8.1% |
| 3Y | +33.3% | +47.8% | -14.5% | +3.4% |
| 5Y | +0.3% | +47.7% | -47.4% | -22.8% |
| All | +231.7% | +318.0% | -86.3% | +45.3% |
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