+110.8%
JNJ vs PLD
+36.4%
+74.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.5% | +1.3% | +2.1% | +3.2% |
| 30D | +12.5% | -1.4% | +13.9% | +12.8% |
| 3M | +9.6% | -8.2% | +17.7% | +11.2% |
| 6M | +25.3% | -8.0% | +33.3% | +27.0% |
| YTD | +40.3% | +3.2% | +37.1% | +39.1% |
| 1Y | +49.6% | +7.0% | +42.6% | +47.5% |
| 3Y | +110.8% | +38.3% | +72.5% | +99.9% |
| All | +110.8% | +36.4% | +74.4% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling