+1,681.7%
JNJ vs PLD
+1,632.8%
+49.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.7% |
| 7D | +4.3% | +0.7% | +3.6% | +4.2% |
| 30D | +7.9% | +0.8% | +7.1% | +7.7% |
| 3M | +9.4% | -6.1% | +15.5% | +10.4% |
| 6M | +28.8% | -8.0% | +36.8% | +30.4% |
| YTD | +38.5% | +4.7% | +33.9% | +37.1% |
| 1Y | +54.6% | +7.2% | +47.4% | +52.5% |
| 3Y | +108.4% | +39.2% | +69.2% | +95.1% |
| 5Y | +99.6% | +1.9% | +97.7% | +94.4% |
| 10Y | +207.8% | +256.8% | -49.0% | +145.1% |
| All | +1,681.7% | +1,632.8% | +49.0% | +835.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling