+16.5%
JD vs PBR
+697.0%
-680.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | -4.2% | +5.4% | -9.6% | -5.3% |
| 30D | -14.4% | +22.9% | -37.3% | -18.1% |
| 3M | -3.6% | +19.6% | -23.2% | -7.3% |
| 6M | -0.3% | +16.5% | -16.8% | -4.3% |
| YTD | -2.4% | +86.7% | -89.0% | -15.3% |
| 1Y | -18.5% | +74.7% | -93.2% | -28.5% |
| 3Y | -7.0% | +102.6% | -109.6% | -21.8% |
| 5Y | -61.7% | +566.6% | -628.3% | -75.6% |
| All | +16.5% | +697.0% | -680.4% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling