+1,621.7%
PLD vs JBL
+2,284.1%
-662.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -0.8% | -12.3% | +11.5% | +2.1% |
| 30D | -0.3% | -20.2% | +19.9% | +4.7% |
| 3M | -8.0% | -30.6% | +22.6% | -0.7% |
| 6M | -9.8% | -35.8% | +26.0% | -1.9% |
| YTD | +1.8% | +4.9% | -3.2% | -2.2% |
| 1Y | +5.6% | +11.3% | -5.7% | -0.2% |
| 3Y | +33.3% | +89.1% | -55.8% | +7.6% |
| 5Y | +0.3% | +272.1% | -271.8% | -32.2% |
| 10Y | +241.6% | +1,150.2% | -908.6% | +66.7% |
| All | +1,621.7% | +2,284.1% | -662.4% | +532.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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