+23.8%
PLD vs ADP
+16.9%
+7.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | -2.4% | -3.4% | +1.0% | -1.3% |
| 30D | -2.4% | +2.8% | -5.2% | -3.3% |
| 3M | -3.8% | +20.9% | -24.7% | -9.8% |
| 6M | 0.0% | +29.9% | -29.9% | -8.7% |
| YTD | +9.2% | +9.6% | -0.4% | +7.8% |
| 1Y | +25.9% | -5.3% | +31.2% | +34.6% |
| All | +23.8% | +16.9% | +7.0% | +16.7% |
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