+1,681.4%
PLD vs JBHT
+7,258.6%
-5,577.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 6M | -3.9% | -4.4% | +0.5% | -3.7% |
| YTD | +5.3% | +17.5% | -12.2% | -2.2% |
| 1Y | +9.3% | +32.6% | -23.3% | -2.9% |
| 3Y | +35.8% | +33.0% | +2.8% | +17.4% |
| 5Y | +2.9% | +20.3% | -17.4% | -9.2% |
| 10Y | +253.4% | +209.1% | +44.4% | +117.5% |
| All | +1,681.4% | +7,258.6% | -5,577.2% | +616.3% |
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