-61.3%
JD vs PEG
+38.2%
-99.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | -16.0% | -1.9% | -14.2% | -15.8% |
| 3M | -3.2% | -3.7% | +0.5% | -2.6% |
| 6M | +6.1% | -9.4% | +15.5% | +8.0% |
| YTD | -0.1% | -6.0% | +5.9% | +0.8% |
| 1Y | -12.7% | -4.4% | -8.4% | -12.4% |
| 3Y | -6.3% | +33.5% | -39.8% | -13.0% |
| 5Y | -61.3% | +35.7% | -97.1% | -66.3% |
| All | -61.3% | +38.2% | -99.6% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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