+202.0%
JNJ vs PLD
+238.1%
-36.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +2.7% | -2.4% | +5.1% | +3.3% |
| 30D | +7.4% | -2.4% | +9.8% | +8.0% |
| 3M | +21.2% | -3.8% | +25.0% | +22.3% |
| 6M | +13.4% | 0.0% | +13.4% | +13.1% |
| YTD | +35.1% | +9.2% | +25.9% | +31.5% |
| 1Y | +57.4% | +25.9% | +31.5% | +47.3% |
| 3Y | +86.8% | +21.3% | +65.5% | +73.4% |
| 5Y | +80.8% | +14.1% | +66.7% | +67.3% |
| All | +202.0% | +238.1% | -36.0% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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