+360.5%
PLD vs JD
+50.3%
+310.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.6% |
| 7D | +0.4% | +11.7% | -11.3% | -1.1% |
| 30D | -0.1% | +8.1% | -8.2% | -1.2% |
| 3M | -7.9% | -12.0% | +4.0% | -6.5% |
| 6M | -7.0% | -3.5% | -3.5% | -6.9% |
| YTD | +3.1% | +3.3% | -0.3% | +2.0% |
| 1Y | +7.1% | -7.4% | +14.5% | +7.5% |
| 3Y | +32.9% | +16.6% | +16.3% | +25.7% |
| 5Y | +1.5% | -57.9% | +59.4% | +5.6% |
| 10Y | +245.9% | +32.6% | +213.3% | +198.3% |
| All | +360.5% | +50.3% | +310.2% | +294.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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