+56.6%
PLD vs JAAA
+29.3%
+27.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.9% |
| 7D | -2.4% | +0.2% | -2.6% | -2.7% |
| 30D | -2.4% | +0.5% | -3.0% | -3.4% |
| 3M | -3.8% | +1.3% | -5.1% | -6.1% |
| 6M | 0.0% | +2.7% | -2.6% | -4.8% |
| YTD | +9.2% | +3.2% | +6.1% | +3.0% |
| 1Y | +25.9% | +4.9% | +21.0% | +15.1% |
| 3Y | +21.3% | +19.0% | +2.3% | -2.1% |
| 5Y | +14.1% | +26.8% | -12.7% | -13.7% |
| All | +56.6% | +29.3% | +27.4% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling