+20.9%
JD vs PAAS
+224.2%
-203.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.0% |
| YTD | +2.4% | -17.5% | +19.9% | +3.3% |
| 1Y | -7.5% | +22.8% | -30.4% | -14.8% |
| 3Y | +20.9% | +224.2% | -203.3% | -18.3% |
| All | +20.9% | +224.2% | -203.3% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling