-61.6%
JD vs PBR
+566.8%
-628.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.5% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | -19.3% | +17.5% | -36.9% | -21.9% |
| 3M | -6.0% | +20.9% | -26.9% | -9.7% |
| 6M | +1.8% | +20.2% | -18.5% | -3.0% |
| YTD | -2.6% | +84.3% | -86.8% | -15.5% |
| 1Y | -17.4% | +77.1% | -94.5% | -28.0% |
| 3Y | -8.6% | +100.8% | -109.4% | -23.0% |
| 5Y | -61.6% | +556.1% | -617.7% | -74.4% |
| All | -61.6% | +566.8% | -628.4% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling