+2.9%
PLD vs JBHT
+21.5%
-18.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | +4.9% | +1.7% | +3.2% | +4.3% |
| 30D | +2.6% | -1.2% | +3.7% | +2.9% |
| 3M | -4.8% | -17.1% | +12.4% | +0.9% |
| 6M | -3.9% | -4.4% | +0.5% | -4.1% |
| YTD | +5.3% | +17.5% | -12.2% | -3.5% |
| 1Y | +9.3% | +32.6% | -23.3% | -4.6% |
| 3Y | +35.8% | +33.0% | +2.8% | +14.8% |
| 5Y | +2.9% | +20.3% | -17.4% | -13.9% |
| All | +2.9% | +21.5% | -18.6% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling