-9.5%
JD vs PAAS
+236.3%
-245.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.3% |
| 7D | -1.7% | -2.9% | +1.2% | -1.2% |
| 30D | -13.2% | +6.8% | -19.9% | -14.3% |
| 3M | -3.2% | -2.9% | -0.3% | -3.1% |
| 6M | +15.2% | -16.4% | +31.7% | +17.9% |
| YTD | +2.0% | 0.0% | +2.0% | -0.2% |
| 1Y | -5.4% | +54.3% | -59.7% | -16.6% |
| All | -9.5% | +236.3% | -245.8% | -39.2% |
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