+28.9%
JD vs PH
+778.3%
-749.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.7% | -4.1% |
| 7D | +7.9% | +3.0% | +4.9% | +6.5% |
| 30D | +4.8% | -0.6% | +5.4% | +4.6% |
| 3M | -13.9% | -10.7% | -3.2% | -10.6% |
| 6M | -5.8% | +9.1% | -14.9% | -10.0% |
| YTD | +2.4% | +9.5% | -7.1% | -3.1% |
| 1Y | -7.5% | +14.0% | -21.6% | -14.0% |
| 3Y | +20.9% | +138.9% | -118.0% | -18.9% |
| 5Y | -58.0% | +209.1% | -267.2% | -75.1% |
| 10Y | +28.9% | +737.3% | -708.4% | -45.3% |
| All | +28.9% | +778.3% | -749.4% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling