+207.8%
JNJ vs PLD
+248.8%
-41.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.4% |
| 7D | +4.3% | +0.7% | +3.6% | +4.1% |
| 30D | +7.9% | +0.8% | +7.1% | +7.6% |
| 3M | +9.4% | -6.1% | +15.5% | +11.1% |
| 6M | +28.8% | -8.0% | +36.8% | +31.4% |
| YTD | +38.5% | +4.7% | +33.9% | +36.1% |
| 1Y | +54.6% | +7.2% | +47.4% | +51.0% |
| 3Y | +108.4% | +39.2% | +69.2% | +85.3% |
| 5Y | +99.6% | +1.9% | +97.7% | +91.1% |
| 10Y | +207.8% | +256.8% | -49.0% | +105.9% |
| All | +207.8% | +248.8% | -41.0% | +105.9% |
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