-4.2%
JD vs PBF
+64.9%
-69.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | -1.7% | +4.3% | -6.0% | -2.0% |
| 30D | -13.2% | +22.0% | -35.1% | -15.0% |
| 3M | -3.2% | +74.5% | -77.7% | -8.8% |
| 6M | +15.2% | +67.7% | -52.5% | +7.9% |
| YTD | +2.0% | +179.2% | -177.2% | -12.3% |
| 1Y | -5.4% | +170.0% | -175.4% | -19.0% |
| All | -4.2% | +64.9% | -69.0% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling