+54.3%
JD vs PEG
+203.8%
-149.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | -13.2% | -2.4% | -10.7% | -12.7% |
| 3M | -3.2% | -4.8% | +1.6% | -2.3% |
| 6M | +15.2% | -10.7% | +25.9% | +17.8% |
| YTD | +2.0% | -6.7% | +8.7% | +3.2% |
| 1Y | -5.4% | -6.8% | +1.5% | -4.4% |
| 3Y | -9.1% | +34.5% | -43.6% | -15.7% |
| 5Y | -59.6% | +35.8% | -95.4% | -63.0% |
| 10Y | +26.2% | +141.7% | -115.5% | +0.3% |
| All | +54.3% | +203.8% | -149.5% | +19.7% |
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