+155.3%
JPM vs PLD
+14.8%
+140.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +0.3% | -2.4% | +2.7% | +1.1% |
| 30D | -0.2% | -2.4% | +2.3% | +0.6% |
| 3M | +15.9% | -3.8% | +19.7% | +17.1% |
| 6M | +20.9% | 0.0% | +20.9% | +20.5% |
| YTD | +12.9% | +9.2% | +3.6% | +9.1% |
| 1Y | +20.3% | +25.9% | -5.6% | +10.6% |
| 3Y | +160.9% | +21.3% | +139.6% | +138.0% |
| All | +155.3% | +14.8% | +140.5% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling