+34.9%
PLD vs ADP
+50.4%
-15.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.5% |
| 7D | +0.4% | +7.4% | -6.9% | -1.5% |
| 30D | -0.1% | +17.1% | -17.2% | -4.5% |
| 3M | -7.9% | +14.4% | -22.4% | -11.6% |
| 6M | -7.0% | +47.9% | -54.8% | -18.0% |
| YTD | +3.1% | +22.1% | -19.0% | -0.7% |
| 1Y | +7.1% | +21.8% | -14.7% | +3.2% |
| All | +34.9% | +50.4% | -15.5% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling