+32.5%
JD vs PBF
+231.7%
-199.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.2% |
| 7D | +5.2% | -15.3% | +20.5% | +6.5% |
| 30D | +4.5% | -21.8% | +26.3% | +6.4% |
| 3M | -15.4% | -0.2% | -15.2% | -16.0% |
| 6M | -6.0% | +63.6% | -69.6% | -10.9% |
| YTD | +2.2% | +147.5% | -145.4% | -7.8% |
| 1Y | -6.7% | +69.8% | -76.5% | -12.9% |
| 3Y | +20.5% | +65.3% | -44.8% | +10.2% |
| 5Y | -58.4% | +393.4% | -451.8% | -66.4% |
| 10Y | +32.5% | +240.3% | -207.8% | +13.1% |
| All | +32.5% | +231.7% | -199.3% | +13.1% |
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