+1,747.8%
PLD vs JBHT
+8,772.3%
-7,024.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.7% |
| 7D | -2.4% | +4.9% | -7.3% | -4.1% |
| 30D | -2.4% | +0.6% | -3.0% | -2.9% |
| 3M | -3.8% | -3.2% | -0.6% | -3.2% |
| 6M | 0.0% | +17.0% | -16.9% | -6.2% |
| YTD | +9.2% | +41.7% | -32.4% | -4.4% |
| 1Y | +25.9% | +90.0% | -64.1% | -2.0% |
| 3Y | +21.3% | +47.0% | -25.7% | +1.9% |
| 5Y | +14.1% | +58.3% | -44.2% | -8.0% |
| 10Y | +237.9% | +273.9% | -36.0% | +95.7% |
| All | +1,747.8% | +8,772.3% | -7,024.5% | +600.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling