+257.2%
PLD vs ADP
+322.2%
-64.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +1.3% | +2.2% | -0.8% | +0.2% |
| 30D | -1.4% | +10.6% | -11.9% | -6.7% |
| 3M | -8.2% | +12.9% | -21.1% | -14.3% |
| 6M | -8.0% | +50.6% | -58.6% | -27.3% |
| YTD | +3.2% | +23.2% | -20.0% | -9.8% |
| 1Y | +7.0% | +25.3% | -18.2% | -7.4% |
| 3Y | +38.3% | +47.1% | -8.8% | +7.7% |
| 5Y | +0.2% | +50.1% | -49.9% | -23.5% |
| All | +257.2% | +322.2% | -64.9% | +63.0% |
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