+32.5%
JD vs PAAS
+168.2%
-135.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | +0.8% |
| 7D | +5.2% | +4.2% | +1.0% | +4.3% |
| 30D | +4.5% | -13.8% | +18.3% | +7.0% |
| 3M | -15.4% | -22.7% | +7.3% | -12.0% |
| 6M | -6.0% | -32.1% | +26.1% | -0.5% |
| YTD | +2.2% | -22.3% | +24.4% | +4.2% |
| 1Y | -6.7% | +7.7% | -14.3% | -10.7% |
| 3Y | +20.5% | +214.0% | -193.5% | -8.7% |
| 5Y | -58.4% | +63.2% | -121.6% | -65.8% |
| 10Y | +32.5% | +185.5% | -153.0% | -5.3% |
| All | +32.5% | +168.2% | -135.8% | -5.3% |
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