+52.1%
JD vs PBF
+237.6%
-185.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.4% | -2.1% |
| 7D | +0.4% | -4.0% | +4.4% | +0.7% |
| 30D | +4.2% | -18.0% | +22.2% | +5.8% |
| 3M | -12.8% | +0.9% | -13.7% | -13.4% |
| 6M | -8.8% | +65.7% | -74.5% | -14.1% |
| YTD | +0.5% | +161.9% | -161.4% | -10.7% |
| 1Y | -8.8% | +77.8% | -86.5% | -15.8% |
| 3Y | +18.6% | +74.9% | -56.3% | +6.9% |
| 5Y | -62.2% | +423.4% | -485.6% | -70.5% |
| 10Y | +32.2% | +255.2% | -222.9% | 0.0% |
| All | +52.1% | +237.6% | -185.6% | +8.7% |
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