+235.8%
PLD vs JBHT
+194.3%
+41.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.4% | -0.8% |
| 7D | +0.4% | -1.4% | +1.8% | +0.9% |
| 30D | -0.1% | -3.1% | +3.0% | +0.9% |
| 3M | -7.9% | -19.5% | +11.6% | -1.1% |
| 6M | -7.0% | -9.6% | +2.6% | -5.0% |
| YTD | +3.1% | +13.3% | -10.3% | -4.2% |
| 1Y | +7.1% | +29.7% | -22.6% | -5.8% |
| 3Y | +32.9% | +28.3% | +4.6% | +13.7% |
| 5Y | +1.5% | +18.5% | -16.9% | -12.2% |
| All | +235.8% | +194.3% | +41.5% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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