-62.4%
JD vs PAAS
+48.6%
-111.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | -4.1% | -8.9% | +4.8% | -2.2% |
| 30D | +4.6% | -11.4% | +16.0% | +7.1% |
| 3M | -4.7% | -20.4% | +15.7% | -0.7% |
| 6M | -17.4% | -40.7% | +23.3% | -8.4% |
| YTD | +0.7% | -26.9% | +27.7% | +4.3% |
| 1Y | -5.9% | -3.1% | -2.8% | -9.8% |
| 3Y | +18.9% | +199.3% | -180.4% | -22.6% |
| All | -62.4% | +48.6% | -111.0% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling