+34.4%
JD vs PBF
+260.7%
-226.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.5% |
| 7D | -4.1% | +6.5% | -10.6% | -4.6% |
| 30D | +4.6% | -20.0% | +24.6% | +6.3% |
| 3M | -4.7% | -3.3% | -1.4% | -5.0% |
| 6M | -17.4% | +76.8% | -94.2% | -22.1% |
| YTD | +0.7% | +168.9% | -168.2% | -9.7% |
| 1Y | -5.9% | +96.4% | -102.2% | -13.3% |
| 3Y | +18.9% | +77.2% | -58.3% | +8.0% |
| 5Y | -62.9% | +417.7% | -480.7% | -70.2% |
| All | +34.4% | +260.7% | -226.4% | +14.5% |
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