+481.0%
JPM vs PLD
+269.0%
+212.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.5% | -1.0% | -1.5% | -2.0% |
| 30D | +2.7% | -1.8% | +4.6% | +3.5% |
| 3M | -4.7% | -6.0% | +1.4% | -2.2% |
| 6M | +15.6% | -8.4% | +23.9% | +19.5% |
| YTD | +8.6% | +4.2% | +4.4% | +5.9% |
| 1Y | +10.9% | +6.2% | +4.7% | +7.2% |
| 3Y | +149.9% | +37.0% | +112.9% | +108.6% |
| 5Y | +131.9% | +1.2% | +130.8% | +117.2% |
| 10Y | +481.0% | +272.2% | +208.8% | +231.1% |
| All | +481.0% | +269.0% | +212.0% | +231.1% |
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