+594.5%
JPM vs PLD
+238.1%
+356.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +0.3% | -2.4% | +2.7% | +1.3% |
| 30D | -0.2% | -2.4% | +2.3% | +0.8% |
| 3M | +15.9% | -3.8% | +19.7% | +17.4% |
| 6M | +20.9% | 0.0% | +20.9% | +20.4% |
| YTD | +12.9% | +9.2% | +3.6% | +8.1% |
| 1Y | +20.3% | +25.9% | -5.6% | +8.1% |
| 3Y | +160.9% | +21.3% | +139.6% | +131.9% |
| 5Y | +154.8% | +14.1% | +140.7% | +125.7% |
| All | +594.5% | +238.1% | +356.4% | +317.1% |
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