+54.3%
JD vs PBR
+370.2%
-315.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.2% |
| 7D | -1.7% | +8.6% | -10.3% | -3.2% |
| 30D | -13.2% | +12.8% | -26.0% | -15.1% |
| 3M | -3.2% | +14.7% | -17.9% | -5.8% |
| 6M | +15.2% | +25.2% | -9.9% | +9.7% |
| YTD | +2.0% | +77.1% | -75.2% | -9.1% |
| 1Y | -5.4% | +69.6% | -74.9% | -15.2% |
| 3Y | -9.1% | +95.6% | -104.7% | -21.3% |
| 5Y | -59.6% | +501.8% | -561.4% | -72.2% |
| 10Y | +26.2% | +640.6% | -614.3% | -22.4% |
| All | +54.3% | +370.2% | -315.8% | -14.1% |
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