+1,664.3%
PLD vs JBL
+2,391.1%
-726.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.1% |
| 7D | +0.8% | -8.1% | +8.8% | +2.6% |
| 30D | +0.5% | -18.4% | +18.9% | +5.0% |
| 3M | -5.5% | -25.8% | +20.3% | +0.4% |
| 6M | -8.3% | -29.6% | +21.3% | -2.4% |
| YTD | +4.3% | +9.6% | -5.3% | -0.8% |
| 1Y | +7.4% | +14.1% | -6.6% | +1.0% |
| 3Y | +37.1% | +95.9% | -58.8% | +9.7% |
| 5Y | +1.3% | +298.3% | -297.0% | -32.6% |
| 10Y | +267.4% | +1,150.1% | -882.7% | +79.2% |
| All | +1,664.3% | +2,391.1% | -726.8% | +541.7% |
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