+1.9%
PLD vs RJF
+80.1%
-78.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.2% | +1.7% |
| 7D | +0.7% | +3.4% | -2.7% | -0.6% |
| 30D | +0.8% | +5.9% | -5.1% | -1.4% |
| 3M | -6.1% | -4.6% | -1.5% | -4.6% |
| 6M | -8.0% | +9.5% | -17.5% | -11.7% |
| YTD | +4.7% | +6.0% | -1.3% | +0.9% |
| 1Y | +7.2% | +4.3% | +2.9% | +3.9% |
| 3Y | +39.2% | +76.6% | -37.4% | +5.2% |
| 5Y | +1.9% | +80.6% | -78.7% | -25.0% |
| All | +1.9% | +80.1% | -78.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 5y: compounded portfolio wealth divided by compounded RJF 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…
5y analysis · Full analysis span regression · 6 months rolling