+59.0%
JD vs PEG
+202.0%
-143.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +13.4% | -2.3% | +15.6% | +13.9% |
| 30D | +7.7% | +1.2% | +6.5% | +7.4% |
| 3M | -11.3% | -2.4% | -8.9% | -10.9% |
| 6M | -5.1% | -6.9% | +1.7% | -4.0% |
| YTD | +5.0% | -7.2% | +12.3% | +6.3% |
| 1Y | -5.6% | -8.9% | +3.2% | -4.2% |
| 3Y | +17.8% | +27.1% | -9.4% | +10.5% |
| 5Y | -57.2% | +33.8% | -91.0% | -60.6% |
| 10Y | +34.8% | +150.2% | -115.4% | +6.6% |
| All | +59.0% | +202.0% | -143.1% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling