+54.3%
JD vs PBF
+260.0%
-205.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | -1.7% | +4.3% | -6.0% | -2.1% |
| 30D | -13.2% | +22.0% | -35.1% | -15.0% |
| 3M | -3.2% | +74.5% | -77.7% | -8.7% |
| 6M | +15.2% | +67.7% | -52.5% | +8.2% |
| YTD | +2.0% | +179.2% | -177.2% | -9.5% |
| 1Y | -5.4% | +170.0% | -175.4% | -16.1% |
| 3Y | -9.1% | +66.4% | -75.5% | -17.4% |
| 5Y | -59.6% | +764.5% | -824.1% | -70.0% |
| 10Y | +26.2% | +358.5% | -332.3% | -8.5% |
| All | +54.3% | +260.0% | -205.6% | +10.2% |
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