-0.7%
PLD vs ADP
+47.3%
-48.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -0.8% | +3.2% | -4.0% | -2.3% |
| 30D | -0.3% | +14.9% | -15.2% | -6.9% |
| 3M | -8.0% | +11.6% | -19.6% | -13.2% |
| 6M | -9.8% | +48.5% | -58.3% | -27.2% |
| YTD | +1.8% | +20.6% | -18.8% | -7.9% |
| 1Y | +5.6% | +23.7% | -18.1% | -6.1% |
| 3Y | +33.3% | +47.8% | -14.5% | +3.2% |
| All | -0.7% | +47.3% | -48.0% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling