-63.5%
JD vs PAAS
+51.0%
-114.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.4% |
| 7D | -4.0% | -7.0% | +3.0% | -2.5% |
| 30D | +2.7% | -15.3% | +17.9% | +6.2% |
| 3M | -13.0% | -27.7% | +14.7% | -7.3% |
| 6M | -12.7% | -40.5% | +27.8% | -3.3% |
| YTD | -0.8% | -26.5% | +25.7% | +2.6% |
| 1Y | -8.9% | -0.8% | -8.1% | -13.2% |
| 3Y | +17.0% | +196.9% | -179.9% | -23.6% |
| 5Y | -63.5% | +49.2% | -112.7% | -74.2% |
| All | -63.5% | +51.0% | -114.5% | -74.2% |
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