+28.9%
JD vs PAAS
+178.0%
-149.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -3.0% |
| 7D | +7.9% | +8.8% | -0.9% | +6.2% |
| 30D | +4.8% | -8.5% | +13.2% | +6.2% |
| 3M | -13.9% | -17.0% | +3.1% | -11.5% |
| 6M | -5.8% | -27.9% | +22.1% | -1.3% |
| YTD | +2.4% | -17.5% | +19.9% | +3.4% |
| 1Y | -7.5% | +22.8% | -30.4% | -13.7% |
| 3Y | +20.9% | +224.2% | -203.3% | -9.0% |
| 5Y | -58.0% | +73.6% | -131.7% | -65.8% |
| 10Y | +28.9% | +186.4% | -157.5% | -7.4% |
| All | +28.9% | +178.0% | -149.1% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling