-9.7%
JD vs PBR
+74.7%
-84.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -7.0% | +10.0% | +2.9% |
| 7D | +9.0% | -11.0% | +19.9% | +8.8% |
| 30D | +5.2% | -18.8% | +24.0% | +5.0% |
| 3M | -15.9% | +7.8% | -23.7% | -16.0% |
| 6M | -7.7% | -7.6% | -0.1% | -8.3% |
| YTD | +0.1% | +72.7% | -72.6% | -3.8% |
| 1Y | -9.7% | +72.9% | -82.7% | -13.6% |
| All | -9.7% | +74.7% | -84.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling