-9.5%
JD vs PH
+134.7%
-144.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -1.7% | -3.1% | +1.4% | -0.8% |
| 30D | -13.2% | -3.2% | -9.9% | -12.5% |
| 3M | -3.2% | +10.6% | -13.8% | -6.6% |
| 6M | +15.2% | -2.1% | +17.4% | +15.1% |
| YTD | +2.0% | +10.2% | -8.2% | -2.3% |
| 1Y | -5.4% | +28.2% | -33.6% | -14.3% |
| All | -9.5% | +134.7% | -144.3% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling