+11.9%
PLD vs ADVB
-97.5%
+109.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.2% |
| 7D | -0.8% | -13.9% | +13.1% | -0.8% |
| 30D | -0.3% | -68.1% | +67.8% | -0.2% |
| 3M | -8.0% | -73.4% | +65.4% | -8.0% |
| 6M | -9.8% | -70.8% | +61.0% | -9.8% |
| YTD | +1.8% | -66.1% | +67.9% | +0.6% |
| 1Y | +5.6% | -77.5% | +83.1% | +6.2% |
| All | +11.9% | -97.5% | +109.4% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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