+132.6%
JPM vs PLD
-0.1%
+132.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.2% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +3.4% | -3.7% | +7.2% | +4.8% |
| 3M | -5.7% | -7.9% | +2.3% | -3.0% |
| 6M | +13.5% | -9.2% | +22.7% | +16.9% |
| YTD | +8.4% | +3.1% | +5.4% | +6.8% |
| 1Y | +9.1% | +6.2% | +2.9% | +6.3% |
| 3Y | +149.5% | +35.4% | +114.1% | +118.0% |
| 5Y | +132.6% | +0.1% | +132.5% | +106.9% |
| All | +132.6% | -0.1% | +132.7% | +106.9% |
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 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