-61.5%
JD vs PBF
+799.3%
-860.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | 0.0% |
| 7D | -4.2% | +5.3% | -9.6% | -4.6% |
| 30D | -14.4% | +11.7% | -26.1% | -15.2% |
| 3M | -3.6% | +91.1% | -94.6% | -8.5% |
| 6M | -0.3% | +88.4% | -88.7% | -5.9% |
| YTD | -2.4% | +194.1% | -196.4% | -12.2% |
| 1Y | -18.5% | +180.4% | -198.9% | -26.8% |
| 3Y | -7.0% | +59.3% | -66.3% | -15.3% |
| All | -61.5% | +799.3% | -860.8% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling