+17.6%
JD vs PBF
+354.3%
-336.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.3% | -2.3% |
| 7D | -0.8% | +2.4% | -3.2% | -1.0% |
| 30D | -16.0% | +24.9% | -40.9% | -17.8% |
| 3M | -3.2% | +81.9% | -85.0% | -8.5% |
| 6M | +6.1% | +79.4% | -73.3% | -0.3% |
| YTD | -0.1% | +188.3% | -188.4% | -10.5% |
| 1Y | -12.7% | +177.3% | -190.0% | -21.9% |
| 3Y | -6.3% | +56.0% | -62.3% | -13.7% |
| 5Y | -61.3% | +804.0% | -865.4% | -70.4% |
| 10Y | +17.6% | +334.1% | -316.5% | -1.7% |
| All | +17.6% | +354.3% | -336.7% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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