+17.6%
JD vs PH
+794.6%
-777.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -16.0% | -10.8% | -5.2% | -12.4% |
| 3M | -3.2% | +8.5% | -11.6% | -6.8% |
| 6M | +6.1% | +3.9% | +2.1% | +3.4% |
| YTD | -0.1% | +9.4% | -9.5% | -4.9% |
| 1Y | -12.7% | +26.8% | -39.5% | -22.0% |
| 3Y | -6.3% | +140.8% | -147.1% | -37.1% |
| 5Y | -61.3% | +253.8% | -315.1% | -78.2% |
| 10Y | +17.6% | +792.3% | -774.7% | -54.0% |
| All | +17.6% | +794.6% | -777.0% | -54.0% |
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