-0.7%
PLD vs JAAA
+27.5%
-28.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | 0.0% |
| 7D | +1.3% | +0.1% | +1.2% | +1.1% |
| 30D | -1.4% | +0.4% | -1.8% | -2.3% |
| 3M | -8.2% | +1.2% | -9.4% | -10.5% |
| 6M | -8.0% | +2.3% | -10.3% | -12.4% |
| YTD | +3.2% | +4.0% | -0.8% | -5.2% |
| 1Y | +7.0% | +4.8% | +2.2% | -3.2% |
| 3Y | +38.3% | +18.4% | +19.8% | +7.3% |
| All | -0.7% | +27.5% | -28.3% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling