+30.5%
JD vs PAAS
+192.1%
-161.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.4% |
| 7D | +13.4% | +8.4% | +5.0% | +11.7% |
| 30D | +7.7% | -7.2% | +14.9% | +8.9% |
| 3M | -11.3% | -14.0% | +2.7% | -9.4% |
| 6M | -5.1% | -26.8% | +21.6% | -0.9% |
| YTD | +5.0% | -19.8% | +24.8% | +6.6% |
| 1Y | -5.6% | +22.8% | -28.5% | -11.9% |
| 3Y | +17.8% | +183.6% | -165.9% | -9.2% |
| 5Y | -57.2% | +73.8% | -131.0% | -65.1% |
| All | +30.5% | +192.1% | -161.6% | -6.9% |
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