+59.0%
JD vs PBF
+225.7%
-166.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | +13.4% | -13.8% | +27.1% | +14.8% |
| 30D | +7.7% | -19.6% | +27.3% | +9.6% |
| 3M | -11.3% | +10.3% | -21.5% | -12.7% |
| 6M | -5.1% | +63.4% | -68.6% | -10.5% |
| YTD | +5.0% | +152.6% | -147.6% | -6.3% |
| 1Y | -5.6% | +87.4% | -93.0% | -13.5% |
| 3Y | +17.8% | +63.3% | -45.5% | +6.9% |
| 5Y | -57.2% | +412.5% | -469.6% | -66.5% |
| 10Y | +34.8% | +282.5% | -247.7% | +0.1% |
| All | +59.0% | +225.7% | -166.8% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling