+54.7%
PLD vs JAAA
+29.3%
+25.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | -2.2% | +0.5% | -2.7% | -3.1% |
| 3M | -7.4% | +1.2% | -8.6% | -9.5% |
| 6M | +1.9% | +2.7% | -0.8% | -3.1% |
| YTD | +7.9% | +3.2% | +4.7% | +1.7% |
| 1Y | +25.1% | +4.8% | +20.3% | +14.6% |
| 3Y | +21.9% | +19.0% | +2.9% | -1.6% |
| 5Y | +16.3% | +26.8% | -10.5% | -12.1% |
| All | +54.7% | +29.3% | +25.4% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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