+50.1%
JD vs PBR
+323.0%
-272.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | -4.0% | -3.7% | -0.3% | -3.4% |
| 30D | +2.7% | -29.0% | +31.7% | +8.6% |
| 3M | -13.0% | +4.9% | -17.9% | -14.5% |
| 6M | -12.7% | -8.4% | -4.3% | -12.3% |
| YTD | -0.8% | +59.4% | -60.2% | -10.6% |
| 1Y | -8.9% | +45.5% | -54.4% | -16.5% |
| 3Y | +17.0% | +67.4% | -50.3% | +3.6% |
| 5Y | -63.5% | +453.0% | -516.5% | -74.6% |
| 10Y | +30.5% | +555.9% | -525.4% | -18.4% |
| All | +50.1% | +323.0% | -272.8% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling